pcts (Q92279)
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Periodically Correlated and Periodically Integrated Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | pcts |
Periodically Correlated and Periodically Integrated Time Series |
Statements
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>.
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expanded from: GPL (≥ 2) (English)
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17 March 2025
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