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.

Documentation

Manual: mar1s.pdf
Vignette: None available.

Maintainer: Andrey Paramonov <cmr.Pent at gmail.com>

Author(s): Andrey Paramonov

Install package and any missing dependencies by running this line in your R console:

install.packages("mar1s")

Depends cmrutils, fda, zoo
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Package mar1s
Materials
URL http://aparamon.msk.ru/svn/study/R-packages/mar1s/
Task Views TimeSeries
Version 2.1
Published 2013-10-27
License GPL (>= 3)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks mar1s check results
Package source mar1s_2.1.tar.gz