Other packages > Find by keyword >

pcts  

Periodically Correlated and Periodically Integrated Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("pcts", "0.15.8")



Attach the package and use:
library("pcts")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
First Published: 2020-01-09
Latest Update: 2023-11-25
Description:
Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) , Boshnakov (1996) .
How to cite:
Georgi N. Boshnakov (2020). pcts: Periodically Correlated and Periodically Integrated Time Series. R package version 0.15.8, https://cran.r-project.org/web/packages/pcts. Accessed 03 May. 2025.
Previous versions and publish date:
0.14-3 (2020-01-09 16:30), 0.14-4 (2020-02-16 14:10), 0.15.2 (2022-01-12 14:22), 0.15.3 (2022-09-11 17:10), 0.15.4 (2022-09-29 06:00), 0.15.5 (2022-10-24 09:12), 0.15.6 (2023-11-20 20:00), 0.15.7 (2023-11-25 12:30), 0.15 (2020-10-31 14:40)
Other packages that cited pcts R package
View pcts citation profile
Other R packages that pcts depends, imports, suggests or enhances
Complete documentation for pcts
Functions, R codes and Examples using the pcts R package
Some associated functions: BareCycle-class . BasicCycle-class . BuiltinCycle-class . Cyclic-class . Cyclic . FittedPeriodicArModel-class . FittedPeriodicArmaModel-class . Fraser2017 . LegacyPeriodicFilterModel-class . ModelCycleSpec-class . PartialCycle-class . PartialPeriodicAutocorrelations-class . Pctime . PeriodicArModel-class . PeriodicArModel-methods . PeriodicArmaFilter-class . PeriodicArmaModel-class . PeriodicArmaSpec-class . PeriodicAutocorrelations-class . PeriodicAutocovariances-class . PeriodicBJFilter-class . PeriodicFilterModel-class . PeriodicIntegratedArmaSpec-class . PeriodicInterceptSpec-class . PeriodicMTS-class . PeriodicMTS_ts-class . PeriodicMTS_zooreg-class . PeriodicMaModel-class . PeriodicSPFilter-class . PeriodicTS-class . PeriodicTS_ts-class . PeriodicTS_zooreg-class . PeriodicTimeSeries-class . PeriodicVector-class . PiPeriodicArModel-class . PiPeriodicArmaModel-class . PiPeriodicMaModel-class . SLTypeMatrix-class . SamplePeriodicAutocorrelations-class . SamplePeriodicAutocovariances-class . SiPeriodicArModel-class . SiPeriodicArmaModel-class . SiPeriodicMaModel-class . SimpleCycle-class . SubsetPM-class . Vec . VirtualPeriodicArModel-class . VirtualPeriodicArmaModel-class . VirtualPeriodicAutocorrelations-class . VirtualPeriodicAutocovarianceModel-class . VirtualPeriodicAutocovariances-class . VirtualPeriodicFilterModel-class . VirtualPeriodicMaModel-class . VirtualPeriodicMeanModel-class . VirtualPeriodicModel-class . VirtualPeriodicMonicFilter-class . VirtualPeriodicStationaryModel-class . VirtualPeriodicWhiteNoiseModel-class . allSeasons . as_date-methods . as_datetime-methods . autocorrelations-methods . autocovariances-methods . availStart . backwardPartialCoefficients-methods . backwardPartialVariances-methods . dataFranses1996 . date_ass-methods . ex1f . filterCoef-methods . filterPoly-methods . filterPolyCoef-methods . fitPM . fit_trigPAR_optim . four_stocks_since2016_01_01 . head-methods . mC.ss . maxLag-methods . mcOptimCore-class . meanvarcheck . modelCycle . nCycles . nSeasons-methods . nTicks-methods . num2pcpar . parcovmatlist . partialAutocorrelations-methods . partialAutocovariances-methods . partialCoefficients-methods . partialVariances-methods . pc.acf2model . pc.filter . pc.filter.xarma . pc.hat.h . pc.modelunvec . pc.test.LjungBox . pc.test.periodicity . pc.wn.var.acrf . pcAR2acf . pcApply-methods . pcAr.ss . pcCycle-methods . pcMean-methods . pcPlot . pcTest-methods . pc_sdfactor . pcacfMat . pcalg1 . pcalg1util . pcarma_solve . pclsdf . pclspiar . pcts-deprecated . pcts-methods . pcts-package . pcts_exdata . pcts_reexports . pdSafeParOrder . permean2intercept . permodelmf . pi1ar2par . seqSeasons-methods . sigmaSq-methods . sim_parAcvf . sim_parCoef . sim_pc . sim_pwn . sl_utils . tail-methods . test_piar . unitCycle-methods . unitCycle_ass-methods . window . zoo-class . zooreg-class . zzbracket-methods . zzbracket_ass . zzbracket_bracket-methods . zzdollar-methods . 
Some associated R codes: FittedPeriodicModels.R . PeriodicCalc.R . PeriodicClasses.R . PeriodicVector.R . acfsums.R . autocovariances.R . classCycle.R . cyclic.R . fitPM.R . generics.R . optimcore.R . pcFilterClasses.R . pcTest.R . pcarma_acf.R . pcarma_model.R . pcls.R . pcstat.R . sim.R . trig.R . utils.R .  Full pcts package functions and examples
Downloads during the last 30 days
04/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for pcts5101520253035TrendBars

Today's Hot Picks in Authors and Packages

hdme  
High-Dimensional Regression with Measurement Error
Penalized regression for generalized linear models for measurement error problems (aka. errors-in-v ...
Download / Learn more Package Citations See dependency  
noisyCE2  
Cross-Entropy Optimisation of Noisy Functions
Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubins ...
Download / Learn more Package Citations See dependency  
ncvreg  
Regularization Paths for SCAD and MCP Penalized Regression Models
Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonc ...
Download / Learn more Package Citations See dependency  
scModels  
Fitting Discrete Distribution Models to Count Data
Provides functions for fitting discrete distribution models to count data. Included are the Poisson ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
cleanNLP  
A Tidy Data Model for Natural Language Processing
Provides a set of fast tools for converting a textual corpus into a set of normalized tables. Users ...
Download / Learn more Package Citations See dependency  

24,187

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA