The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
‘pcts’ is an R package for modelling periodically correlated and periodically integrated time series.
Install the latest stable version of pcts from CRAN:
install.packages("pcts")You can install the development version of pcts from Github:
library(remotes)
install_github("GeoBosh/pcts")Periodic time series can be created with pcts(). Models are fitted with fitPM() and several other functions. To obtain periodic properties, such as sample periodic autocorrelations of periodic time series or theoretical periodic autocorrelations of periodic models, just call the respective functions (here autocorrelations() and partialAutocorrelations()) and they will compute the relevant property depending on the class of the argument, see the examples in the documentation.
A good place to start is the help topic ?pcts-package. Several datasets are available for examples and experiments. For example, ?dataFranses1996 contains the data from Franses (1996). The datasets are from classes "mts" or "ts" (the standard R classes for time series), so can be used without loading pcts, if desired.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.