IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this software component or follow this series

Periodic Autoregressive Time Series Models in R: The partsm Package

  • Javier López-de-Lacalle

    ()

    (Universidad del País Vasco)

This paper complements the standard manual pages provided by the partsm R-package carrying out an entire application. This package allows the user to check for periodicity in the data, fit a periodic autoregressive model of order p, PAR(p), select the periodic autoregressive lag order parameter, test for periodic integration, fit a periodically integrated autoregressive, PIAR, model up to order 2, as well as to perform out-of-sample forecasts.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://ehupv.ehu.es/repec/bilcodec/bc200501.zip
Our checks indicate that this address may not be valid because: 503 Service Temporarily Unavailable. If this is indeed the case, please notify (Alcira Macías)


File Function: program code
Download Restriction: no

File URL: http://ehupv.ehu.es/repec/bilcodec/bc200501.pdf
Our checks indicate that this address may not be valid because: 503 Service Temporarily Unavailable. If this is indeed the case, please notify (Alcira Macías)


File Function: program documentation
Download Restriction: no

Software component provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) in its series BILCODEC with number bc2005-01.

as
in new window

Size:
Programming language:
Requires:
Date of creation: 17 Oct 2005
Date of revision:
Handle: RePEc:ehu:bilcod:200501
Contact details of provider: Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Phone: + 34 94 601 3740
Fax: 34946013754
Web page: http://www.ea3.ehu.es
Email:


More information through EDIRC

Order Information: Postal: Dpto. de Economía Aplicada III (Econometría y Estadística), Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
Email:


This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:ehu:bilcod:200501. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alcira Macías)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.