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partsm  

Periodic Autoregressive Time Series Models
View on CRAN: Click here


Download and install partsm package within the R console
Install from CRAN:
install.packages("partsm")

Install from Github:
library("remotes")
install_github("cran/partsm")

Install by package version:
library("remotes")
install_version("partsm", "1.1-5")



Attach the package and use:
library("partsm")
Maintained by
Matthieu Stigler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-09-22
Latest Update: 2025-04-21
Description:
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.
How to cite:
Matthieu Stigler (2005). partsm: Periodic Autoregressive Time Series Models. R package version 1.1-5, https://cran.r-project.org/web/packages/partsm. Accessed 28 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:39), 1.0-1 (2009-06-23 09:43), 1.0 (2005-09-22 12:09), 1.1-2 (2014-03-30 21:50), 1.1-3 (2020-11-25 11:40), 1.1-4 (2025-04-21 19:30), 1.1 (2012-04-25 15:21)
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Complete documentation for partsm
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