Fits time series models which consist of a sum of a permanent and a transient component.

Documentation

Manual: partialAR.pdf
Vignette: None available.

Maintainer: Matthew Clegg <matthewcleggphd at gmail.com>

Author(s): Matthew Clegg*

Install package and any missing dependencies by running this line in your R console:

install.packages("partialAR")

Depends
Imports Rcpp(>=0.11.2), zoo, parallel, ggplot2, grid, MASS, tseries, data.table, FKF, urca, plot3D
Suggests egcm, TTR
Enhances
Linking to Rcpp
Reverse
depends
Reverse
imports
Reverse
suggests
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enhances
Reverse
linking to

Package partialAR
Materials
URL
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Version 1.0.5
Published 2015-02-04
License GPL-2 | GPL-3
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks partialAR check results
Package source partialAR_1.0.5.tar.gz