pcts (Q92279): Difference between revisions

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@@ 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
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.14-3 / rank @@
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@@ Property / software version identifier: 0.14-3 / qualifier @@
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Timezone +00:00
Calendar Gregorian
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.15.2 / rank @@
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.15.4 / rank @@
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@@ Property / software version identifier: 0.15.6 / rank @@
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.15.7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.15.7 / qualifier @@
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-Timestamp
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@@ 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 @@
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@@ Property / depends on software: R / rank @@
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@@ Property / depends on software: R / qualifier @@
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@@ Property / imports: sarima / rank @@
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@@ Property / imports @@
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@@ Property / imports: Matrix / rank @@
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@@ Property / imports: Matrix / qualifier @@
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@@ Property / imports @@
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@@ Property / imports @@
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@@ Property / imports: PolynomF / rank @@
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@@ Property / imports: PolynomF / qualifier @@
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@@ Property / imports @@
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@@ Property / imports @@
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@@ Property / imports: xts / rank @@
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@@ Property / imports @@
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@@ Property / imports @@
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@@ Property / imports: mcompanion / rank @@
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@@ Property / imports: mcompanion / qualifier @@
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@@ Property / imports @@
+Rdpack
@@ Property / imports: Rdpack / rank @@
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@@ Property / imports: Rdpack / qualifier @@
+software version identifier: ≥ 0.9
@@ Property / imports @@
+lubridate
@@ Property / imports: lubridate / rank @@
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@@ 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

Revision as of 10:06, 29 February 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

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