partsm

swMATH11347CRANpartsmMaRDI QIDQ23293FDOQ23293

Periodic Autoregressive Time Series Models

Last update: 25 November 2020

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.1-3

Source code repository: https://github.com/cran/partsm

Cited In (42)

PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
A comparison between the linear regression model with autocorrelated errors and the partial adjustment model
Impulse response functions for periodic integration
Periodic and seasonal (co-)integration in the state space framework
On stationarity and \(\beta \)-mixing of periodic bilinear processes
Forecasting seasonal time series data: a Bayesian model averaging approach
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
A new method to compare the spectral densities of two independent periodically correlated time series
Seasonal nonlinear long memory model for the US inflation rates
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.
Periodic autoregressive models with closed skew-normal innovations
Non-parametric testing for seasonally and periodically integrated processes
On periodic autoregressive stochastic volatility models: structure and estimation
Macroeconomics and the reality of mixed frequency data
Loss development forecasting models: an econometrician's view
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
Periodically correlated autoregressive Hilbertian processes
Functional coefficient seasonal time series models with an application of Hawaii tourism data
On trends and constants in periodic autoregressions
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Functional data analysis of the dynamics of the monthly index of nondurable goods production.
Testing for integration using evolving trend and seasonals models: A Bayesian approach.
The consequences of seasonal adjustment for periodic autoregressive processes
TESTING FOR PERIODIC STATIONARITY
A computational method to compare spectral densities of independent periodically correlated time series
An optimization technique based on a vector autoregression model with state space representation: application to Ukrainian cargo transport data
Predictive Density Order Selection of Periodic AR Models
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
Testing nested and non-nested periodically integrated autoregressive models
Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated
Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape
Generation Of Time Series Models With Given Spectral Properties
Multi-companion matrices
A new method to detect periodically correlated structure
Bootstrapping periodic state-space models
Performance of seasonal unit root tests for monthly data
On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes
Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
Non-parametric seasonal unit root tests under periodic non-stationary volatility
Recursive and rolling regression-based tests of the seasonal unit root hypothesis

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