Periodic Autoregressive Time Series Models

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Documentation for package ‘partsm’ version 1.1-3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

acf.ext1	Autocorrelation function for several transformations of the original data
canun	Unemployment in Canada (1960.1-1987.4)
canunsa	Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
fit.ar.par	Fit an Autoregressive or Periodic Autoregressive Model
fit.partsm-class	fit.partsm Class
fit.piar	Fit a Periodically Integrated Autoregressive Model.
fit.piartsm-class	fit.piartsm Class
Fnextp.test	Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) Model
Fpar.test	Test for Periodic Variation in the Autoregressive Parameters
Fpari.piar.test	Test for a Parameter Restriction in a PAR Model.
Fsh.test	Test for Seasonal Heteroskedasticity
Ftest.partsm-class	Ftest.partsm Class
gergnp	Real GNP in Germany (1960.1-1990.4)
gergnpsa	Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted
LRur.partsm-class	LRur.partsm Class
LRurpar.test	Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model
MVPAR-class	MVPAR Class
MVPIAR-class	MVPIAR Class
PAR.MVrepr	Multivariate representation of a PAR model
PAR.MVrepr-method	Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr-methods	Method for Building the Matrices for the Multivariate Representation of a PAR Model
plotpdiff	Graphical Representation of the Periodically Differenced Data
plotpredpiar	Plot of the Out-of-Sample Forecasts in a PIAR Model
pred.piartsm-class	pred.piartsm Class
predictpiar	Predictions for a Restricted Periodic Autoregressive Model
show-method	Methods for Function 'show' in Package 'partsm'
show-methods	Methods for Function 'show' in Package 'partsm'
summary-method	Methods for Function 'summary' in Package 'partsm'
summary-methods	Methods for Function 'summary' in Package 'partsm'
swdipc	Real per Capita Disposable Income in Sweden (1963.1-1988.1)
swndcpc	Real per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)
ukcons	United Kingdom Total Consumption (1955.1-1988.4)
ukexp	United Kindom Exports of Goods and Services (1955.1-1988.4)
ukgdp	United Kingdom Gross Domestic Product (1955.1-1988.4)
ukimp	United Kindom Imports of Goods and Services (1955.1-1988.4)
ukinvest	Real Total Investment in the United Kindom (1955.1-1988.4)
ukndcons	United Kindom non-durables Consumption (1955.1-1988.4)
ukpinvest	United Kindom Public Investment (1962.1-1988.4)
ukwf	United Kindom Workforce (1955.1-1988.4)
usaipi	Total Industrial Production Index for the United States (1960.1-1991.4)
usaipisa	Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted