‘pcts’ is an R package for modelling periodically correlated and periodically integrated time series.

Install the latest
stable version of `pcts`

from CRAN:

`install.packages("pcts")`

You can install the development version of
`pcts`

from Github:

```
library(remotes)
install_github("GeoBosh/pcts")
```

Periodic time series can be created with `pcts()`

. Models
are fitted with `fitPM()`

and several other functions. To
obtain periodic properties, such as sample periodic autocorrelations of
periodic time series or theoretical periodic autocorrelations of
periodic models, just call the respective functions (here
`autocorrelations()`

and
`partialAutocorrelations()`

) and they will compute the
relevant property depending on the class of the argument, see the
examples in the documentation.

A good place to start is the help topic `?pcts-package`

.
Several datasets are available for examples and experiments. For
example, `?dataFranses1996`

contains the data from Franses
(1996). The datasets are from classes `"mts"`

or
`"ts"`

(the standard R classes for time series), so can be
used without loading pcts, if desired.