mar1s-package {mar1s}R Documentation

Multiplicative AR(1) with Seasonal Processes

Description

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.

Details

Package: mar1s
Type: Package
Version: 2.0-1
Date: 2008-06-12
License: GPL (>= 3)

Author(s)

Andrey Paramonov <cmr.Pent@gmail.com>


[Package mar1s version 2.0-1 Index]