Periodic Autoregressive Time Series Models

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Documentation for package `partsm' version 1.0

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[Data] [Functions] [Classes] [Methods]

-- Data: Quarterly Macroeconomic Time Series --

canun Unemployment in Canada (1960.1-1987.4)
canunsa Unemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
gergnp Real GNP in Germany (1960.1-1990.4)
gergnpsa Real GNP in Germany (1960.1-1990.4). Seasonally Adjusted
swndcpc Real per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)
swdipc Real per Capita Disposable Income in Sweden (1963.1-1988.1)
ukcons United Kingdom Total Consumption (1955.1-1988.4)
ukexp United Kindom Exports of Goods and Services (1955.1-1988.4)
ukgdp United Kingdom Gross Domestic Product (1955.1-1988.4)
ukimp United Kindom Imports of Goods and Services (1955.1-1988.4)
ukinvest Real Total Investment in the United Kindom (1955.1-1988.4)
ukndcons United Kindom non-durables Consumption (1955.1-1988.4)
ukpinvest United Kindom Public Investment (1962.1-1988.4)
ukwf United Kindom Workforce (1955.1-1988.4)
usaipi Total Industrial Production Index for the United States (1960.1-1991.4)
usaipisa Total Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted

-- Functions --

acf.ext1 Autocorrelation function for several transformations of the original data
fit.ar.par Fit an Autoregressive or Periodic Autoregressive Model
fit.piar Fit a Periodically Integrated Autoregressive Model.
Fnextp.test Test for the Significance of the p+1 Autoregressive Parameters in an AR(p) or PAR(p) Model
Fpar.test Test for Periodic Variation in the Autoregressive Parameters
Fpari.piar.test Test for a Parameter Restriction in a PAR Model.
Fsh.test Test for Seasonal Heteroskedasticity
LRurpar.test Likelihood Ratio Test for a Single Unit Root in a PAR(p) Model
plotpdiff Graphical Representation of the Periodically Differenced Data
plotpredpiar Plot of the Out-of-Sample Forecasts in a PIAR Model
predictpiar Predictions for a Restricted Periodic Autoregressive Model

-- Classes --

fit.partsm fit.partsm Class
fit.piartsm fit.piartsm Class
Ftest.partsm Ftest.partsm Class
LRur.partsm LRur.partsm Class
pred.piartsm pred.piartsm Class

-- Methods --

PAR.MVrepr Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr,fit.partsm-method Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr,fit.piartsm-method Method for Building the Matrices for the Multivariate Representation of a PAR Model
PAR.MVrepr-methods Method for Building the Matrices for the Multivariate Representation of a PAR Model
show Methods for Function 'show' in Package 'partsm'
show,fit.partsm-method Methods for Function 'show' in Package 'partsm'
show,fit.piartsm-method Methods for Function 'show' in Package 'partsm'
show,Ftest.partsm-method Methods for Function 'show' in Package 'partsm'
show,LRur.partsm-method Methods for Function 'show' in Package 'partsm'
show,pred.piartsm-method Methods for Function 'show' in Package 'partsm'
show-methods Methods for Function 'show' in Package 'partsm'
summary Methods for Function 'summary' in Package 'partsm'
summary,fit.partsm-method Methods for Function 'summary' in Package 'partsm'
summary,fit.piartsm-method Methods for Function 'summary' in Package 'partsm'
summary,Ftest.partsm-method Methods for Function 'summary' in Package 'partsm'
summary,LRur.partsm-method Methods for Function 'summary' in Package 'partsm'
summary-methods Methods for Function 'summary' in Package 'partsm'