Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.
| Version: | 2.0-1 |
| Depends: | R (≥ 2.8.1), cmrutils (≥ 1.1-1), fda |
| Published: | 2009-06-16 |
| Author: | Andrey Paramonov |
| Maintainer: | Andrey Paramonov <cmr.Pent at gmail.com> |
| License: | GPL (≥ 3) |
| URL: | http://aparamon.msk.ru/svn/study/R-packages/mar1s/ |
| In views: | TimeSeries |
| CRAN checks: | mar1s results |
| Package source: | mar1s_2.0-1.tar.gz |
| MacOS X binary: | mar1s_2.0-1.tgz |
| Windows binary: | mar1s_2.0-1.zip |
| Reference manual: | mar1s.pdf |