Package: partsm 1.1-3

partsm: Periodic Autoregressive Time Series Models

Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.

Authors:Javier Lopez-de-Lacalle [aut, cph], Matthieu Stigler [cre]

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partsm.pdf |partsm.html✨
partsm/json (API)

# Install 'partsm' in R:
install.packages('partsm', repos = c('https://matthieustigler.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/matthieustigler/partsm/issues

Datasets:
  • canun - Unemployment in Canada
  • canunsa - Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
  • gergnp - Real GNP in Germany
  • gergnpsa - Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted
  • swdipc - Real per Capita Disposable Income in Sweden
  • swndcpc - Real per Capita non-durables Consumption in Sweden
  • ukcons - United Kingdom Total Consumption
  • ukexp - United Kindom Exports of Goods and Services
  • ukgdp - United Kingdom Gross Domestic Product
  • ukimp - United Kindom Imports of Goods and Services
  • ukinvest - Real Total Investment in the United Kindom
  • ukndcons - United Kindom non-durables Consumption
  • ukpinvest - United Kindom Public Investment
  • ukwf - United Kindom Workforce
  • usaipi - Total Industrial Production Index for the United States
  • usaipisa - Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted

On CRAN:

4.54 score 3 stars 23 scripts 191 downloads 14 exports 0 dependencies

Last updated 4 years agofrom:f342e19660. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winOKOct 31 2024
R-4.5-linuxOKOct 31 2024
R-4.4-winOKOct 31 2024
R-4.4-macOKOct 31 2024
R-4.3-winOKOct 31 2024
R-4.3-macOKOct 31 2024

Exports:acf.ext1fit.ar.parfit.piarFnextp.testFpar.testFpari.piar.testFsh.testLRurpar.testPAR.MVreprplotpdiffplotpredpiarpredictpiarshowsummary

Dependencies:

partsm vignette

Rendered frompartsm.Rnwusingutils::Sweaveon Oct 31 2024.

Last update: 2020-11-25
Started: 2014-03-30

Readme and manuals

Help Manual

Help pageTopics
Autocorrelation function for several transformations of the original dataacf.ext1
Unemployment in Canada (1960.1-1987.4)canun
Unemployment in Canada. (1960.1-1987.4). Seasonally Adjustedcanunsa
Fit an Autoregressive or Periodic Autoregressive Modelfit.ar.par
fit.partsm Classfit.partsm-class
Fit a Periodically Integrated Autoregressive Model.fit.piar
fit.piartsm Classfit.piartsm-class
Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) ModelFnextp.test
Test for Periodic Variation in the Autoregressive ParametersFpar.test
Test for a Parameter Restriction in a PAR Model.Fpari.piar.test
Test for Seasonal HeteroskedasticityFsh.test
Ftest.partsm ClassFtest.partsm-class
Real GNP in Germany (1960.1-1990.4)gergnp
Real GNP in Germany (1960.1-1990.4). Seasonally Adjustedgergnpsa
LRur.partsm ClassLRur.partsm-class
Likelihood Ratio Test for a Single Unit Root in a PAR(p) ModelLRurpar.test
MVPAR ClassMVPAR-class
MVPIAR ClassMVPIAR-class
Multivariate representation of a PAR modelPAR.MVrepr
Method for Building the Matrices for the Multivariate Representation of a PAR ModelPAR.MVrepr,ANY-method PAR.MVrepr,fit.partsm-method PAR.MVrepr,fit.piartsm-method PAR.MVrepr-methods
Graphical Representation of the Periodically Differenced Dataplotpdiff
Plot of the Out-of-Sample Forecasts in a PIAR Modelplotpredpiar
pred.piartsm Classpred.piartsm-class
Predictions for a Restricted Periodic Autoregressive Modelpredictpiar
Methods for Function 'show' in Package 'partsm'show,ANY-method show,classRepresentation-method show,fit.partsm-method show,fit.piartsm-method show,Ftest.partsm-method show,genericFunction-method show,LRur.partsm-method show,MethodDefinition-method show,MethodWithNext-method show,MVPAR-method show,MVPIAR-method show,ObjectsWithPackage-method show,pred.piartsm-method show,traceable-method show-methods
Methods for Function 'summary' in Package 'partsm'summary,ANY-method summary,fit.partsm-method summary,fit.piartsm-method summary,Ftest.partsm-method summary,LRur.partsm-method summary-methods
Real per Capita Disposable Income in Sweden (1963.1-1988.1)swdipc
Real per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)swndcpc
United Kingdom Total Consumption (1955.1-1988.4)ukcons
United Kindom Exports of Goods and Services (1955.1-1988.4)ukexp
United Kingdom Gross Domestic Product (1955.1-1988.4)ukgdp
United Kindom Imports of Goods and Services (1955.1-1988.4)ukimp
Real Total Investment in the United Kindom (1955.1-1988.4)ukinvest
United Kindom non-durables Consumption (1955.1-1988.4)ukndcons
United Kindom Public Investment (1962.1-1988.4)ukpinvest
United Kindom Workforce (1955.1-1988.4)ukwf
Total Industrial Production Index for the United States (1960.1-1991.4)usaipi
Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjustedusaipisa