Package: partsm 1.1-5

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]

partsm_1.1-5.tar.gz
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partsm_1.1-5.tgz(r-4.6-any)partsm_1.1-5.tgz(r-4.5-any)
partsm_1.1-5.tar.gz(r-4.7-any)partsm_1.1-5.tar.gz(r-4.6-any)
partsm_1.1-5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
partsm/json (API)

# Install 'partsm' in R:

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

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:

4.68 score 3 stars 32 scripts 385 downloads 14 exports 0 dependencies

Last updated from:2070a82c8d. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	107
source / vignettes	OK	155
linux-release-x86_64	OK	106
macos-release-arm64	OK	116
macos-oldrel-arm64	OK	205
windows-devel	OK	76
windows-release	OK	71
windows-oldrel	OK	95
wasm-release	OK	76

Exports:acf.ext1 fit.ar.par fit.piar Fnextp.test Fpar.test Fpari.piar.test Fsh.test LRurpar.test PAR.MVrepr plotpdiff plotpredpiar predictpiar show summary

Dependencies:

partsm vignette

Introduction | Theoretical overview | The partsm package | Examples and applications

Rendered frompartsm.Rnwusingutils::Sweave

Last update: 2026-05-04
Started: 2014-03-30

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Autocorrelation function for several transformations of the original data	acf.ext1
Unemployment in Canada (1960.1-1987.4)	canun
Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted	canunsa
Fit an Autoregressive or Periodic Autoregressive Model	fit.ar.par
fit.partsm Class	fit.partsm-class
Fit a Periodically Integrated Autoregressive Model.	fit.piar
fit.piartsm Class	fit.piartsm-class
Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) Model	Fnextp.test
Test for Periodic Variation in the Autoregressive Parameters	Fpar.test
Test for a Parameter Restriction in a PAR Model.	Fpari.piar.test
Test for Seasonal Heteroskedasticity	Fsh.test
Ftest.partsm Class	Ftest.partsm-class
Real GNP in Germany (1960.1-1990.4)	gergnp
Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted	gergnpsa
LRur.partsm Class	LRur.partsm-class
Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model	LRurpar.test
MVPAR Class	MVPAR-class
MVPIAR Class	MVPIAR-class
Multivariate representation of a PAR model	PAR.MVrepr
Method for Building the Matrices for the Multivariate Representation of a PAR Model	PAR.MVrepr,ANY-method PAR.MVrepr,fit.partsm-method PAR.MVrepr,fit.piartsm-method PAR.MVrepr-methods
Graphical Representation of the Periodically Differenced Data	plotpdiff
Plot of the Out-of-Sample Forecasts in a PIAR Model	plotpredpiar
pred.piartsm Class	pred.piartsm-class
Predictions for a Restricted Periodic Autoregressive Model	predictpiar
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 Adjusted	usaipisa