| Rsfar-package {Rsfar} | R Documentation |
Rsfar: A Package for Seasonal Functional Autoregressive Models.
Description
The Rsfar package provides the collection of necessary functions for simulating, estimating and forecasting seasonal functional autoregressive time series of order one.
Details
Functional autoregressive models are popular for functional time series analysis, but the standard formulation fails to address seasonal behavior in functional time series data. To overcome this shortcoming, we introduce seasonal functional autoregressive time series models. For the model of order one, we provide estimation, prediction and simulation methods.
References
Atefeh Z., Hossein H., Maryam H., and R.J Hyndman (2021). Seasonal functional autoregressive models. Manuscript submitted for publication. https://robjhyndman.com/publications/sfar/
See Also
[Package Rsfar version 0.0.1 Index]