Periodically Correlated and Periodically Integrated Time Series

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Documentation for package ‘pcts’ version 0.15.7

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pcts-package Periodically Correlated and Periodically Integrated Time Series

-- A --

alg1 Periodic Levinson-Durbin algorithm
alg1util Give partial periodic autocorrelations or other partial prediction quantities for a pcAcvf object.
allSeasons Get names of seasons
allSeasons-method Class '"BuiltinCycle"' and its subclasses in package 'pcts'
allSeasons-method Class PartialCycle
allSeasons-method Get names of seasons
allSeasons-method Deprecated Functions and classes in Package 'pcts'
allSeasons-methods Get names of seasons
allSeasons<- Get names of seasons
allSeasons<--method Get names of seasons
as.Date.Cyclic Create objects from class Cyclic
as.Date.PeriodicTimeSeries Create objects from class Cyclic
as_date-method Replace methods for as_date in package pcts
as_date-methods Replace methods for as_date in package pcts
as_datetime-method Methods for as_datetime in package pcts
as_datetime-methods Methods for as_datetime in package pcts
as_pcarma_list-method Class FittedPeriodicArmaModel
as_Pctime Convert between Pctime and datetime objects
as_Pctime.Cyclic Convert between Pctime and datetime objects
as_Pctime.PeriodicTimeSeries Convert between Pctime and datetime objects
autocorrelations Compute autocorrelations and periodic autocorrelations
autocorrelations-method Compute autocorrelations and periodic autocorrelations
autocorrelations-methods Compute autocorrelations and periodic autocorrelations
autocovariances Compute autocovariances and periodic autocovariances
autocovariances-method Compute autocovariances and periodic autocovariances
autocovariances-methods Compute autocovariances and periodic autocovariances
availEnd Time of first or last non-NA value
availStart Time of first or last non-NA value

-- B --

backwardPartialCoefficients-method Compute periodic backward partial coefficients
backwardPartialCoefficients-methods Compute periodic backward partial coefficients
backwardPartialVariances-method Compute periodic backward partial variances
backwardPartialVariances-methods Compute periodic backward partial variances
BareCycle-class Class BareCycle
BasicCycle-class Class BasicCycle
boxplot.PeriodicTimeSeries Plot periodic time series
BuiltinCycle Create or extract Cycle objects
BuiltinCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'

-- C --

coef-method Class SubsetPM
coerce-method Class '"PeriodicTS"'
cycle.PeriodicTimeSeries Periodic methods for base R functions
Cyclic Create objects from class Cyclic
Cyclic-class Class '"Cyclic"'

-- D --

dataFranses1996 Example data from Franses (1996)
date.Cyclic Create objects from class Cyclic
date<- Create objects from class Cyclic
date<--method Replace methods for date in package pcts
date<--methods Replace methods for date in package pcts
DayWeekCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'
deltat.PeriodicTimeSeries Periodic methods for base R functions

-- E --

end.Cyclic Periodic methods for base R functions
Every30MinutesCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'
ex1f An example PAR autocorrelation function

-- F --

filterCoef-method Get the coefficients of a periodic filter
filterCoef-methods Get the coefficients of a periodic filter
fitPM Fit periodic time series models
fitPM-method Fit periodic time series models
fitPM-methods Fit periodic time series models
fitted-method Class SubsetPM
FittedPeriodicArmaModel-class Class FittedPeriodicArmaModel
FittedPeriodicArModel-class Class FittedPeriodicArModel
fit_trigPAR_optim Fit a subset trigonometric PAR model
FiveDayWeekCycle-class Deprecated Functions and classes in Package 'pcts'
four_stocks_since2016_01_01 Data for four stocks since 2016-01-01
Fraser2017 Fraser River at Hope, mean monthly flow
frequency.PeriodicTimeSeries Periodic methods for base R functions

-- I --

initialize-method Class '"BuiltinCycle"' and its subclasses in package 'pcts'
innovationVariances-method Class PeriodicArmaSpec
intercept2permean Convert between periodic centering and intercepts

-- M --

maxLag-method Methods for function maxLag() in package 'pcts'
maxLag-methods Methods for function maxLag() in package 'pcts'
mC.ss Create environment for mc-fitting
mCpar Deprecated Functions and classes in Package 'pcts'
meancovmat Asymptotic covariance matrix of periodic mean
meanvarcheck Asymptotic covariance matrix of periodic mean
modelCycle Get the cycle of a periodic object
modelCycle-method Get the cycle of a periodic object
modelCycle-methods Get the cycle of a periodic object
modelCycle<- Get the cycle of a periodic object
modelCycle<--method Get the cycle of a periodic object
modelCycle<--methods Get the cycle of a periodic object
ModelCycleSpec-class Class ModelCycleSpec
monthplot.PeriodicTimeSeries Plot periodic time series
MonthYearCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'

-- N --

na.trim Periodic methods for base R functions
na.trim.PeriodicMTS Periodic methods for base R functions
na.trim.PeriodicTS Periodic methods for base R functions
nCycles Basic information about periodic ts objects
nSeasons Basic information about periodic ts objects
nSeasons-method Number of seasons of a periodic object
nSeasons-method Deprecated Functions and classes in Package 'pcts'
nSeasons-methods Number of seasons of a periodic object
nTicks Basic information about periodic ts objects
num2pcpar Fit PAR model using sample autocorrelations
nVariables Basic information about periodic ts objects

-- O --

OpenCloseCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'

-- P --

parcovmatlist Compute asymptotic covariance matrix for PAR model
partialAutocorrelations Compute periodic partial autocorrelations
partialAutocorrelations-method Compute periodic partial autocorrelations
partialAutocorrelations-methods Compute periodic partial autocorrelations
partialAutocovariances-method Compute periodic partial autocovariances
partialAutocovariances-methods Compute periodic partial autocovariances
partialCoefficients Compute periodic partial coefficients
partialCoefficients-method Compute periodic partial coefficients
partialCoefficients-methods Compute periodic partial coefficients
PartialCycle-class Class PartialCycle
PartialPeriodicAutocorrelations-class Class PartialPeriodicAutocorrelations
partialVariances Compute periodic partial variances
partialVariances-method Compute periodic partial variances
partialVariances-methods Compute periodic partial variances
pc.acf.parModel Compute PAR autocovariance matrix
pc.armafilter Applies a periodic ARMA filter to a time series
pc.filter Applies a periodic ARMA filter to a time series
pc.filter.xarma Filter time series with periodic arma filters
pc.hat.h function to compute estimates of the h weights
pc.sdfactor Compute normalising factors
pcacfMat Compute PAR autocovariance matrix
pcacf_pwn_var Variances of sample periodic autocorrelations
pcApply Apply a function to each season
pcApply-method Apply a function to each season
pcApply-methods Apply a function to each season
pcAr.ss Compute the sum of squares for a given PAR model
pcAR2acf Compute periodic autocorrelations from PAR coefficients
pcarma_acvf2model Fit a PC-ARMA model to a periodic autocovariance function
pcarma_acvf_lazy Functions to compute various characteristics of a PCARMA model
pcarma_acvf_system Functions to compute various characteristics of a PCARMA model
pcarma_h Functions to compute various characteristics of a PCARMA model
pcarma_h_lazy Functions to compute various characteristics of a PCARMA model
pcarma_param_system Functions to compute various characteristics of a PCARMA model
pcarma_prepare Functions for work with a simple list specification of pcarma models
pcarma_tovec Functions for work with a simple list specification of pcarma models
pcarma_unvec Functions for work with a simple list specification of pcarma models
pcArray Core data of periodic time series
pcCycle Create or extract Cycle objects
pcCycle-method Create or extract Cycle objects
pcCycle-methods Create or extract Cycle objects
pclsdf Fit PAR models using least squares
pclspiar Fit a periodically integrated autoregressive model
pcMatrix Core data of periodic time series
pcMean Compute periodic mean
pcMean-method Compute periodic mean
pcMean-methods Compute periodic mean
pcPlot Plot periodic time series
pcTest Test for periodicity
pcTest-method Test for periodicity
pcTest-methods Test for periodicity
Pctime Convert between Pctime and datetime objects
pcts Create objects from periodic time series classes
pcts-deprecated Deprecated Functions and classes in Package 'pcts'
pcts-method Create objects from periodic time series classes
pcts-methods Create objects from periodic time series classes
pctsArray Core data of periodic time series
pcts_exdata Periodic time series objects for examples
pc_sdfactor Compute normalising factors
pdSafeParOrder Functions for some basic operations with seasons
PeriodicArFilter-class Class '"PeriodicArmaFilter"'
PeriodicArmaFilter-class Class '"PeriodicArmaFilter"'
PeriodicArmaModel-class Class PeriodicArmaModel
PeriodicArmaSpec-class Class PeriodicArmaSpec
PeriodicArModel Create objects from class PeriodicArModel
PeriodicArModel-class Class PeriodicArModel
PeriodicArModel-method Create objects from class PeriodicArModel
PeriodicArModel-methods Create objects from class PeriodicArModel
PeriodicAutocorrelations-class Class PeriodicAutocorrelations
PeriodicAutocovariances-class Class PeriodicAutocovariances
PeriodicBJFilter-class Class PeriodicBJFilter
PeriodicFilterModel-class Class PeriodicFilterModel
PeriodicIntegratedArmaSpec-class Class PeriodicIntegratedArmaSpec
PeriodicInterceptSpec-class Class PeriodicInterceptSpec
PeriodicMaFilter-class Class '"PeriodicArmaFilter"'
PeriodicMaModel-class Class PeriodicMaModel
PeriodicMonicFilterSpec-class Class PeriodicBJFilter
PeriodicMTS-class Class '"PeriodicMTS"'
PeriodicMTS_ts-class Class '"PeriodicMTS_ts"'
PeriodicMTS_zooreg-class Class '"PeriodicMTS_zooreg"'
PeriodicSPFilter-class Class PeriodicSPFilter
PeriodicTimeSeries-class Class PeriodicTimeSeries
PeriodicTS-class Class '"PeriodicTS"'
PeriodicTS_ts-class Class '"PeriodicTS_ts"'
PeriodicTS_zooreg-class Class '"PeriodicTS_zooreg"'
PeriodicVector Class PeriodicVector
PeriodicVector-class Class PeriodicVector
periodic_acf1_test McLeod's test for periodic autocorrelation
permean2intercept Convert between periodic centering and intercepts
permodelmf Compute the multi-companion form of a per model
pi1ar2par Convert PIAR coefficients to PAR coefficients
piar2par Convert PIAR coefficients to PAR coefficients
PiPeriodicArmaModel-class Class PiPeriodicArmaModel
PiPeriodicArModel-class Class PiPeriodicArModel
PiPeriodicMaModel-class Class PiPeriodicMaModel
plot-method Class PeriodicAutocorrelations
plot-method Class '"PeriodicMTS"'
plot-method Class '"PeriodicTS"'
ptildeorders Deprecated Functions and classes in Package 'pcts'
pwn_McLeodLjungBox_test McLeod-Ljung-Box test for periodic white noise

-- Q --

QuarterYearCycle-class Class '"BuiltinCycle"' and its subclasses in package 'pcts'

-- R --

residuals-method Class SubsetPM

-- S --

SamplePeriodicAutocorrelations-class Class SamplePeriodicAutocorrelations
SamplePeriodicAutocovariances-class Class SamplePeriodicAutocovariances
seqSeasons Get names of seasons
seqSeasons-method Methods for seqSeasons() in package pcts
seqSeasons-methods Methods for seqSeasons() in package pcts
show-method Class FittedPeriodicArmaModel
show-method Class '"PeriodicTS"'
show-method Class SubsetPM
sigmaSq-method Methods for 'sigmaSq' in package pcts
sigmaSq-methods Methods for 'sigmaSq' in package pcts
SimpleCycle-class Class SimpleCycle
sim_arAcf Deprecated Functions and classes in Package 'pcts'
sim_parAcvf Create a random periodic autocovariance function
sim_parCoef Generate a periodic autoregression model
sim_pc Simulate periodically correlated ARMA series
sim_pwn Simulate periodic white noise
SiPeriodicArmaModel-class Class SiPeriodicArmaModel
SiPeriodicArModel-class Class SiPeriodicArModel
SiPeriodicMaModel-class Class SiPeriodicMaModel
start.Cyclic Periodic methods for base R functions
SubsetPM-class Class SubsetPM
summary-method Class '"PeriodicTS"'

-- T --

test_piar Test for periodic integration
time.PeriodicTimeSeries Periodic methods for base R functions
toSeason Functions for some basic operations with seasons
toSeasonPair Functions for some basic operations with seasons
tsMatrix Core data of periodic time series
tsVec Core data of periodic time series
tsVector Core data of periodic time series
ttmatToslPairs Functions for some basic operations with seasons
ttTosl Functions for some basic operations with seasons

-- U --

unitCycle Get names of seasons
unitCycle-method Class '"BuiltinCycle"' and its subclasses in package 'pcts'
unitCycle-method Deprecated Functions and classes in Package 'pcts'
unitCycle-method Methods for 'unitCycle' and 'unitSeason' in package pcts
unitCycle-methods Methods for 'unitCycle' and 'unitSeason' in package pcts
unitCycle<- Get names of seasons
unitCycle<--method Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitCycle<--methods Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitSeason Get names of seasons
unitSeason-method Class '"BuiltinCycle"' and its subclasses in package 'pcts'
unitSeason-method Deprecated Functions and classes in Package 'pcts'
unitSeason-method Methods for 'unitCycle' and 'unitSeason' in package pcts
unitSeason-methods Methods for 'unitCycle' and 'unitSeason' in package pcts
unitSeason<- Get names of seasons
unitSeason<--method Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitSeason<--methods Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts

-- V --

vcov-method Class SubsetPM
Vec Core data of periodic time series

-- W --

window Periodic methods for base R functions
window.PeriodicMTS Periodic methods for base R functions
window.PeriodicTS Periodic methods for base R functions

-- X --

xx.ss Create environment for mc-fitting

-- Z --

zoo-class Class zoo made S4
zooreg-class Virtual S4 class zooreg

-- misc --

$-method Methods for function'$' in package 'pcts'
$-methods Methods for function'$' in package 'pcts'
[-method Indexing of objects from classes in package pcts
[-methods Indexing of objects from classes in package pcts
[.Date Convert between Pctime and datetime objects
[.Pctime Convert between Pctime and datetime objects
[.ts Convert between Pctime and datetime objects
[<--method Index assignments for objects from classes in package pcts
[<--methods Index assignments for objects from classes in package pcts
[<-.POSIXlt Convert between Pctime and datetime objects
[[-method Methods for function''[['' in package 'pcts'
[[-methods Methods for function''[['' in package 'pcts'
[[.Date Convert between Pctime and datetime objects
[[.Pctime Convert between Pctime and datetime objects