pcts (Q92279): Difference between revisions

← Older edit

@@ Property / last update @@
-October 2022Timestamp +2022-10-24T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-10-24T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 24 October 2022 / rank @@
-Normal rank
@@ Property / imports @@
-gbutils
@@ Property / imports: gbutils / rank @@
-Normal rank
@@ Property / imports @@
-stats4
@@ Property / imports: stats4 / rank @@
-Normal rank
@@ Property / imports @@
-lagged
@@ Property / imports: lagged / rank @@
-Normal rank
@@ Property / imports: lagged / qualifier @@
-software version identifier: ≥ 0.2.2
@@ Property / imports @@
-mcompanion
@@ Property / imports: mcompanion / rank @@
-Normal rank
@@ Property / imports @@
-sarima
@@ Property / imports: sarima / rank @@
-Normal rank
@@ Property / imports @@
-Matrix
@@ Property / imports: Matrix / rank @@
-Normal rank
@@ Property / imports @@
-BB
@@ Property / imports: BB / rank @@
-Normal rank
@@ Property / imports @@
-zoo
@@ Property / imports: zoo / rank @@
-Normal rank
@@ Property / imports @@
-xts
@@ Property / imports: xts / rank @@
-Normal rank
@@ Property / imports @@
-Rdpack
@@ Property / imports: Rdpack / rank @@
-Normal rank
@@ Property / imports @@
-lubridate
@@ Property / imports: lubridate / rank @@
-Normal rank
@@ Property / cites work @@
-Generation Of Time Series Models With Given Spectral Properties
-Normal rank
@@ Property / cites work @@
-RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
-Normal rank
@@ Property / software version identifier @@
+.14-3
@@ Property / software version identifier: 0.14-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.14-3 / qualifier @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-01-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.14-4
@@ Property / software version identifier: 0.14-4 / rank @@
+Normal rank
@@ Property / software version identifier: 0.14-4 / qualifier @@
+publication date: 16 February 2020Timestamp +2020-02-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-02-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.15.2 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.2 / qualifier @@
+publication date: 12 January 2022Timestamp +2022-01-12T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-01-12T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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@@ Property / software version identifier @@
+.15.3
@@ Property / software version identifier: 0.15.3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.3 / qualifier @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-09-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.15.4
@@ Property / software version identifier: 0.15.4 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.4 / qualifier @@
+publication date: 29 September 2022Timestamp +2022-09-29T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-09-29T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.15.6
@@ Property / software version identifier: 0.15.6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.6 / qualifier @@
+publication date: 20 November 2023Timestamp +2023-11-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.15 / rank @@
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@@ Property / software version identifier: 0.15 / qualifier @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-10-31T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.15.7
@@ Property / software version identifier: 0.15.7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.7 / qualifier @@
+publication date: 25 November 2023Timestamp +2023-11-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 25 November 2023 / rank @@
+Normal rank
@@ Property / 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)    <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996)    <doi:10.1111/j.1467-9892.1996.tb00281.x>.
+Normal rank
@@ Property / author @@
+Georgi N. Boshnakov
@@ Property / author: Georgi N. Boshnakov / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / depends on software @@
+methods
@@ Property / depends on software: methods / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.5.0
@@ Property / imports @@
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@@ Property / imports: sarima / rank @@
+Normal rank
@@ Property / imports @@
+Matrix
@@ Property / imports: Matrix / rank @@
+Normal rank
@@ Property / imports: Matrix / qualifier @@
+software version identifier: ≥ 1.5-0
@@ Property / imports @@
+BB
@@ Property / imports: BB / rank @@
+Normal rank
@@ Property / imports @@
+PolynomF
@@ Property / imports: PolynomF / rank @@
+Normal rank
@@ Property / imports: PolynomF / qualifier @@
+software version identifier: ≥ 2.0-2
@@ Property / imports @@
+gbutils
@@ Property / imports: gbutils / rank @@
+Normal rank
@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / imports @@
+xts
@@ Property / imports: xts / rank @@
+Normal rank
@@ Property / imports @@
+stats4
@@ Property / imports: stats4 / rank @@
+Normal rank
@@ Property / imports @@
+lagged
@@ Property / imports: lagged / rank @@
+Normal rank
@@ Property / imports: lagged / qualifier @@
+software version identifier: ≥ 0.2.2
@@ Property / imports @@
+mcompanion
@@ Property / imports: mcompanion / rank @@
+Normal rank
@@ Property / imports: mcompanion / qualifier @@
+software version identifier: ≥ 0.5.8
@@ Property / imports @@
+Rdpack
@@ Property / imports: Rdpack / rank @@
+Normal rank
@@ Property / imports: Rdpack / qualifier @@
+software version identifier: ≥ 0.9
@@ Property / imports @@
+lubridate
@@ Property / imports: lubridate / rank @@
+Normal rank
@@ Property / cites work @@
+Generation Of Time Series Models With Given Spectral Properties
+Normal rank
@@ Property / cites work @@
+RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Software:92279

Latest revision as of 19:56, 12 March 2024

Periodically Correlated and Periodically Integrated Time Series

Language	Label	Description	Also known as
English	pcts	Periodically Correlated and Periodically Integrated Time Series

Statements

instance of

R package

0 references

software version identifier

0.15.5

publication date

24 October 2022

0 references

0.14-3

publication date

9 January 2020

0 references

0.14-4

publication date

16 February 2020

0 references

0.15.2

publication date

12 January 2022

0 references

0.15.3

publication date

11 September 2022

0 references

0.15.4

publication date

29 September 2022

0 references

0.15.6

publication date

20 November 2023

0 references

0.15

publication date

31 October 2020

0 references

0.15.7

publication date

25 November 2023

0 references

0 references

0 references

0 references

25 November 2023

0 references

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) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.

0 references

author

Georgi N. Boshnakov

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

depends on software