Package: pcts
Type: Package
Title: Periodically Correlated and Periodically Integrated Time Series
Description: 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
Date: 2020-10-31
Author: Georgi N. Boshnakov
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Depends: R (>= 3.5.0)
Imports: methods, sarima, Matrix, BB, PolynomF (>= 2.0-2), gbutils,
        zoo, xts, stats4, lagged (>= 0.2.2), mcompanion, Rdpack (>=
        0.9), lubridate
Suggests: testthat, fUnitRoots, partsm, knitr, rmarkdown
RdMacros: Rdpack
LazyData: yes
URL: https://geobosh.github.io/pcts/ (website)
        https://github.com/GeoBosh/pcts/ (devel)
BugReports: https://github.com/GeoBosh/pcts/issues
License: GPL (>= 2)
Collate: utils.R test1.r PeriodicCalc.R pcstat.R pc00smallutil.r
        pc02filters.r pc03simu.r acfsums.R pcls.R pcarma_model.R
        pcarma_acf.R generics.R autocovariances.R classCycle.R
        pcFilterClasses.R PeriodicClasses.R cyclic.R
        FittedPeriodicModels.R fitPM.R pcTest.R PeriodicVector.R sim.R
        optimcore.R trig.R
RoxygenNote: 7.1.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2020-10-31 11:44:27 UTC; georgi
Repository: CRAN
Date/Publication: 2020-10-31 13:40:02 UTC
Built: R 4.0.2; ; 2020-11-01 11:42:08 UTC; unix
