Package ArDec implements the autoregressive decomposition of a time series based on the constructive approach in West (1997). Particular cases include the extraction of trend and seasonal components from a monthly time series. Uncertainty on the resulting components can be derived from sampling of the autoregressive model which is written as a linear regression model and handled on a Bayesian framework.
| Version: | 1.1-4 |
| Depends: | stats, methods |
| Date: | 2008-04-04 |
| Author: | S. M. Barbosa |
| Maintainer: | S. M. Barbosa <susana.barbosa at fc.up.pt> |
| License: | GPL version 2 or newer |
| In views: | Finance |
| CRAN checks: | ArDec results |
Downloads:
| Package source: | ArDec_1.1-4.tar.gz |
| MacOS X binary: | ArDec_1.1-4.tgz |
| Windows binary: | ArDec_1.1-4.zip |
| Reference manual: | ArDec.pdf |
| Old sources: | ArDec archive |