Periodic Autoregressive Time Series Models


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Documentation for package ‘partsm’ version 1.0

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acf.ext1 Autocorrelation function for several transformations of the original data
canun Unemployment in Canada (1960.1-1987.4)
canunsa Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
fit.ar.par Fit an Autoregressive or Periodic Autoregressive Model
fit.partsm-class fit.partsm Class
fit.piar Fit a Periodically Integrated Autoregressive Model.
fit.piartsm-class fit.piartsm Class
Fnextp.test Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) Model
Fpar.test Test for Periodic Variation in the Autoregressive Parameters
Fpari.piar.test Test for a Parameter Restriction in a PAR Model.
Fsh.test Test for Seasonal Heteroskedasticity
Ftest.partsm-class Ftest.partsm Class
gergnp Real GNP in Germany (1960.1-1990.4)
gergnpsa Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted
LRur.partsm-class LRur.partsm Class
LRurpar.test Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model
MVPAR-class MVPAR Class
MVPIAR-class MVPIAR Class
PAR.MVrepr,ANY-method Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr,fit.partsm-method Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr,fit.piartsm-method Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr-methods Method for Building the Matrices for the Multivariate Representation of a PAR Model
plotpdiff Graphical Representation of the Periodically Differenced Data
plotpredpiar Plot of the Out-of-Sample Forecasts in a PIAR Model
pred.piartsm-class pred.piartsm Class
predictpiar Predictions for a Restricted Periodic Autoregressive Model
show,ANY-method Methods for Function 'show' in Package 'partsm'
show,classRepresentation-method Methods for Function 'show' in Package 'partsm'
show,fit.partsm-method Methods for Function 'show' in Package 'partsm'
show,fit.piartsm-method Methods for Function 'show' in Package 'partsm'
show,Ftest.partsm-method Methods for Function 'show' in Package 'partsm'
show,genericFunction-method Methods for Function 'show' in Package 'partsm'
show,LRur.partsm-method Methods for Function 'show' in Package 'partsm'
show,MethodDefinition-method Methods for Function 'show' in Package 'partsm'
show,MethodWithNext-method Methods for Function 'show' in Package 'partsm'
show,MVPAR-method Methods for Function 'show' in Package 'partsm'
show,MVPIAR-method Methods for Function 'show' in Package 'partsm'
show,ObjectsWithPackage-method Methods for Function 'show' in Package 'partsm'
show,pred.piartsm-method Methods for Function 'show' in Package 'partsm'
show,traceable-method Methods for Function 'show' in Package 'partsm'
show-methods Methods for Function 'show' in Package 'partsm'
summary,ANY-method Methods for Function 'summary' in Package 'partsm'
summary,fit.partsm-method Methods for Function 'summary' in Package 'partsm'
summary,fit.piartsm-method Methods for Function 'summary' in Package 'partsm'
summary,Ftest.partsm-method Methods for Function 'summary' in Package 'partsm'
summary,LRur.partsm-method Methods for Function 'summary' in Package 'partsm'
summary-methods Methods for Function 'summary' in Package 'partsm'
swdipc Real per Capita Disposable Income in Sweden (1963.1-1988.1)
swndcpc Real per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)
ukcons United Kingdom Total Consumption (1955.1-1988.4)
ukexp United Kindom Exports of Goods and Services (1955.1-1988.4)
ukgdp United Kingdom Gross Domestic Product (1955.1-1988.4)
ukimp United Kindom Imports of Goods and Services (1955.1-1988.4)
ukinvest Real Total Investment in the United Kindom (1955.1-1988.4)
ukndcons United Kindom non-durables Consumption (1955.1-1988.4)
ukpinvest United Kindom Public Investment (1962.1-1988.4)
ukwf United Kindom Workforce (1955.1-1988.4)
usaipi Total Industrial Production Index for the United States (1960.1-1991.4)
usaipisa Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted