Periodic Time Series Analysis

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Documentation for package ‘perARMA’ version 1.7

• DESCRIPTION file.
• Code demos. Use demo() to run them.

Help Pages

perARMA-package	Periodic Time Series Analysis and Modeling
ab2phth	Fourier representation of real matrix
acfpacf	Plotting usual ACF and PACF
acfpacf.acf	Plotting usual ACF and PACF
acfpacf.pacf	Plotting usual ACF and PACF
arosa	Monthly stratospheric ozone, Arosa
Bcoeff	Fourier representation of covariance function
Bcoeffa	Fourier representation of covariance function
loglikec	Calculation of the logarithm of likelihood function
loglikef	Calculation of the logarithm of likelihood function (using Fourier representation)
makepar	Simulation of PARMA sequence
makeparma	Simulation of PARMA sequence
parmaf	PARMA coefficients estimation
parmafil	PARMA filtration
parmaresid	Computing residuals of PARMA series
parma_ident	Identification of PC-T structure
peracf	Periodic ACF function
perARMA	Periodic Time Series Analysis and Modeling
permest	Periodic Mean Estimation
perpacf	Periodic PACF function
persigest	Periodic standard deviations
perYW	Yule-Walker estimators of PAR model
pgram	Plotting the periodogram of time series
phth2ab	Fourier representation of real matrix
ppfcoeffab	Periodic PACF function
ppfplot	Periodic PACF function
predictperYW	Prediction for PAR model
predseries	Prediction for PAR model
R_w_ma	Covariance matrix for PARMA model (conditional)
scoh	Plotting the squared coherence statistic of time series
volumes	Volumes of energy, Nord Pool Spot Exchange
volumes.sep	Volumes of energy, Nord Pool Spot Exchange, from 1st and 2nd September 2010.