Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.
| Version: | 2.1.1 |
| Depends: | cmrutils, fda, zoo |
| Published: | 2018-08-18 |
| Author: | Andrey Paramonov |
| Maintainer: | Andrey Paramonov <paramon at acdlabs.ru> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/aparamon/mar1s |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | mar1s results |
| Reference manual: | mar1s.pdf |
| Package source: | mar1s_2.1.1.tar.gz |
| Windows binaries: | r-devel: mar1s_2.1.1.zip, r-release: mar1s_2.1.1.zip, r-oldrel: mar1s_2.1.1.zip |
| macOS binaries: | r-release (arm64): mar1s_2.1.1.tgz, r-oldrel (arm64): mar1s_2.1.1.tgz, r-release (x86_64): mar1s_2.1.1.tgz, r-oldrel (x86_64): mar1s_2.1.1.tgz |
| Old sources: | mar1s archive |
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