Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.
Version: 0.15.8 Depends: R (≥ 3.5.0), methods Imports: sarima, Matrix (≥ 1.5-0), BB, PolynomF (≥ 2.0-2), gbutils, zoo, xts, stats4, lagged (≥ 0.2.2), mcompanion (≥ 0.5.8), Rdpack (≥ 0.9), lubridate Suggests: testthat, fUnitRoots, knitr, rmarkdown Published: 2025-03-17 DOI: 10.32614/CRAN.package.pcts Author: Georgi N. Boshnakov [aut, cre] Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> BugReports: https://github.com/GeoBosh/pcts/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://geobosh.github.io/pcts/ (doc) https://github.com/GeoBosh/pcts/ (devel) NeedsCompilation: no Materials: README, NEWS In views: TimeSeries CRAN checks: pcts results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=pcts to link to this page.
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