R: Periodically Correlated and Periodically Integrated Time Series

# Periodically Correlated and Periodically Integrated Time Series

## Documentation for package ‘pcts’ version 0.15.8

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

A B C D E F I M N O P Q R S T U V W X Z misc

pcts-package | Periodically Correlated and Periodically Integrated Time Series

## -- A --

alg1 | Periodic Levinson-Durbin algorithm
alg1util | Give partial periodic autocorrelations or other partial prediction quantities for a pcAcvf object.
allSeasons | Get names of seasons
allSeasons-method | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
allSeasons-method | Class PartialCycle
allSeasons-method | Get names of seasons
allSeasons-method | Deprecated Functions and classes in Package 'pcts'
allSeasons-methods | Get names of seasons
allSeasons<- | Get names of seasons
allSeasons<--method | Get names of seasons
as.Date.Cyclic | Create objects from class Cyclic
as.Date.PeriodicTimeSeries | Create objects from class Cyclic
as_date-method | Replace methods for as_date in package pcts
as_date-methods | Replace methods for as_date in package pcts
as_datetime-method | Methods for as_datetime in package pcts
as_datetime-methods | Methods for as_datetime in package pcts
as_pcarma_list-method | Class FittedPeriodicArmaModel
as_Pctime | Convert between Pctime and datetime objects
as_Pctime.Cyclic | Convert between Pctime and datetime objects
as_Pctime.PeriodicTimeSeries | Convert between Pctime and datetime objects
autocorrelations | Compute autocorrelations and periodic autocorrelations
autocorrelations-method | Compute autocorrelations and periodic autocorrelations
autocorrelations-methods | Compute autocorrelations and periodic autocorrelations
autocovariances | Compute autocovariances and periodic autocovariances
autocovariances-method | Compute autocovariances and periodic autocovariances
autocovariances-methods | Compute autocovariances and periodic autocovariances
availEnd | Time of first or last non-NA value
availStart | Time of first or last non-NA value

## -- B --

backwardPartialCoefficients-method | Compute periodic backward partial coefficients
backwardPartialCoefficients-methods | Compute periodic backward partial coefficients
backwardPartialVariances-method | Compute periodic backward partial variances
backwardPartialVariances-methods | Compute periodic backward partial variances
BareCycle-class | Class BareCycle
BasicCycle-class | Class BasicCycle
boxplot.PeriodicTimeSeries | Plot periodic time series
BuiltinCycle | Create or extract Cycle objects
BuiltinCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'

## -- C --

coef-method | Class SubsetPM
coerce-method | Class '"PeriodicTS"'
cycle.PeriodicTimeSeries | Periodic methods for base R functions
Cyclic | Create objects from class Cyclic
Cyclic-class | Class '"Cyclic"'

## -- D --

dataFranses1996 | Example data from Franses (1996)
date.Cyclic | Create objects from class Cyclic
date<- | Create objects from class Cyclic
date<--method | Replace methods for date in package pcts
date<--methods | Replace methods for date in package pcts
DayWeekCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
deltat.PeriodicTimeSeries | Periodic methods for base R functions

## -- E --

end.Cyclic | Periodic methods for base R functions
Every30MinutesCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
ex1f | An example PAR autocorrelation function

## -- F --

filterCoef-method | Get the coefficients of a periodic filter
filterCoef-methods | Get the coefficients of a periodic filter
fitPM | Fit periodic time series models
fitPM-method | Fit periodic time series models
fitPM-methods | Fit periodic time series models
fitted-method | Class SubsetPM
FittedPeriodicArmaModel-class | Class FittedPeriodicArmaModel
FittedPeriodicArModel-class | Class FittedPeriodicArModel
fit_trigPAR_optim | Fit a subset trigonometric PAR model
FiveDayWeekCycle-class | Deprecated Functions and classes in Package 'pcts'
four_stocks_since2016_01_01 | Data for four stocks since 2016-01-01
Fraser2017 | Fraser River at Hope, mean monthly flow
frequency.PeriodicTimeSeries | Periodic methods for base R functions

## -- I --

initialize-method | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
innovationVariances-method | Class PeriodicArmaSpec
intercept2permean | Convert between periodic centering and intercepts

## -- M --

maxLag-method | Methods for function maxLag() in package 'pcts'
maxLag-methods | Methods for function maxLag() in package 'pcts'
mC.ss | Create environment for mc-fitting
mCpar | Deprecated Functions and classes in Package 'pcts'
meancovmat | Asymptotic covariance matrix of periodic mean
meanvarcheck | Asymptotic covariance matrix of periodic mean
modelCycle | Get the cycle of a periodic object
modelCycle-method | Get the cycle of a periodic object
modelCycle-methods | Get the cycle of a periodic object
modelCycle<- | Get the cycle of a periodic object
modelCycle<--method | Get the cycle of a periodic object
modelCycle<--methods | Get the cycle of a periodic object
ModelCycleSpec-class | Class ModelCycleSpec
monthplot.PeriodicTimeSeries | Plot periodic time series
MonthYearCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'

## -- N --

na.trim | Periodic methods for base R functions
na.trim.PeriodicMTS | Periodic methods for base R functions
na.trim.PeriodicTS | Periodic methods for base R functions
nCycles | Basic information about periodic ts objects
nSeasons | Basic information about periodic ts objects
nSeasons-method | Number of seasons of a periodic object
nSeasons-method | Deprecated Functions and classes in Package 'pcts'
nSeasons-methods | Number of seasons of a periodic object
nTicks | Basic information about periodic ts objects
num2pcpar | Fit PAR model using sample autocorrelations
nVariables | Basic information about periodic ts objects

## -- O --

OpenCloseCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'

## -- P --

parcovmatlist | Compute asymptotic covariance matrix for PAR model
partialAutocorrelations | Compute periodic partial autocorrelations
partialAutocorrelations-method | Compute periodic partial autocorrelations
partialAutocorrelations-methods | Compute periodic partial autocorrelations
partialAutocovariances | Compute periodic partial autocovariances
partialAutocovariances-method | Compute periodic partial autocovariances
partialAutocovariances-methods | Compute periodic partial autocovariances
partialCoefficients | Compute periodic partial coefficients
partialCoefficients-method | Compute periodic partial coefficients
partialCoefficients-methods | Compute periodic partial coefficients
PartialCycle-class | Class PartialCycle
PartialPeriodicAutocorrelations-class | Class PartialPeriodicAutocorrelations
partialVariances | Compute periodic partial variances
partialVariances-method | Compute periodic partial variances
partialVariances-methods | Compute periodic partial variances
pc.acf.parModel | Compute PAR autocovariance matrix
pc.armafilter | Applies a periodic ARMA filter to a time series
pc.filter | Applies a periodic ARMA filter to a time series
pc.filter.xarma | Filter time series with periodic arma filters
pc.hat.h | function to compute estimates of the h weights
pc.sdfactor | Compute normalising factors
pcacfMat | Compute PAR autocovariance matrix
pcacf_pwn_var | Variances of sample periodic autocorrelations
pcApply | Apply a function to each season
pcApply-method | Apply a function to each season
pcApply-methods | Apply a function to each season
pcAr.ss | Compute the sum of squares for a given PAR model
pcAR2acf | Compute periodic autocorrelations from PAR coefficients
pcarma_acvf2model | Fit a PC-ARMA model to a periodic autocovariance function
pcarma_acvf_lazy | Functions to compute various characteristics of a PCARMA model
pcarma_acvf_system | Functions to compute various characteristics of a PCARMA model
pcarma_h | Functions to compute various characteristics of a PCARMA model
pcarma_h_lazy | Functions to compute various characteristics of a PCARMA model
pcarma_param_system | Functions to compute various characteristics of a PCARMA model
pcarma_prepare | Functions for work with a simple list specification of pcarma models
pcarma_tovec | Functions for work with a simple list specification of pcarma models
pcarma_unvec | Functions for work with a simple list specification of pcarma models
pcArray | Core data of periodic time series
pcCycle | Create or extract Cycle objects
pcCycle-method | Create or extract Cycle objects
pcCycle-methods | Create or extract Cycle objects
pclsdf | Fit PAR models using least squares
pclspiar | Fit a periodically integrated autoregressive model
pcMatrix | Core data of periodic time series
pcMean | Compute periodic mean
pcMean-method | Compute periodic mean
pcMean-methods | Compute periodic mean
pcPlot | Plot periodic time series
pcTest | Test for periodicity
pcTest-method | Test for periodicity
pcTest-methods | Test for periodicity
Pctime | Convert between Pctime and datetime objects
pcts | Create objects from periodic time series classes
pcts-deprecated | Deprecated Functions and classes in Package 'pcts'
pcts-method | Create objects from periodic time series classes
pcts-methods | Create objects from periodic time series classes
pctsArray | Core data of periodic time series
pcts_exdata | Periodic time series objects for examples
pc_sdfactor | Compute normalising factors
pdSafeParOrder | Functions for some basic operations with seasons
PeriodicArFilter-class | Class '"PeriodicArmaFilter"'
PeriodicArmaFilter-class | Class '"PeriodicArmaFilter"'
PeriodicArmaModel-class | Class PeriodicArmaModel
PeriodicArmaSpec-class | Class PeriodicArmaSpec
PeriodicArModel | Create objects from class PeriodicArModel
PeriodicArModel-class | Class PeriodicArModel
PeriodicArModel-method | Create objects from class PeriodicArModel
PeriodicArModel-methods | Create objects from class PeriodicArModel
PeriodicAutocorrelations-class | Class PeriodicAutocorrelations
PeriodicAutocovariances-class | Class PeriodicAutocovariances
PeriodicBJFilter-class | Class PeriodicBJFilter
PeriodicFilterModel-class | Class PeriodicFilterModel
PeriodicIntegratedArmaSpec-class | Class PeriodicIntegratedArmaSpec
PeriodicInterceptSpec-class | Class PeriodicInterceptSpec
PeriodicMaFilter-class | Class '"PeriodicArmaFilter"'
PeriodicMaModel-class | Class PeriodicMaModel
PeriodicMonicFilterSpec-class | Class PeriodicBJFilter
PeriodicMTS-class | Class '"PeriodicMTS"'
PeriodicMTS_ts-class | Class '"PeriodicMTS_ts"'
PeriodicMTS_zooreg-class | Class '"PeriodicMTS_zooreg"'
PeriodicSPFilter-class | Class PeriodicSPFilter
PeriodicTimeSeries-class | Class PeriodicTimeSeries
PeriodicTS-class | Class '"PeriodicTS"'
PeriodicTS_ts-class | Class '"PeriodicTS_ts"'
PeriodicTS_zooreg-class | Class '"PeriodicTS_zooreg"'
PeriodicVector | Class PeriodicVector
PeriodicVector-class | Class PeriodicVector
periodic_acf1_test | McLeod's test for periodic autocorrelation
permean2intercept | Convert between periodic centering and intercepts
permodelmf | Compute the multi-companion form of a per model
pi1ar2par | Convert PIAR coefficients to PAR coefficients
piar2par | Convert PIAR coefficients to PAR coefficients
PiPeriodicArmaModel-class | Class PiPeriodicArmaModel
PiPeriodicArModel-class | Class PiPeriodicArModel
PiPeriodicMaModel-class | Class PiPeriodicMaModel
plot-method | Class PeriodicAutocorrelations
plot-method | Class '"PeriodicMTS"'
plot-method | Class '"PeriodicTS"'
ptildeorders | Deprecated Functions and classes in Package 'pcts'
pwn_McLeodLjungBox_test | McLeod-Ljung-Box test for periodic white noise

## -- Q --

QuarterYearCycle-class | Class '"BuiltinCycle"' and its subclasses in package 'pcts'

## -- R --

residuals-method | Class SubsetPM

## -- S --

SamplePeriodicAutocorrelations-class | Class SamplePeriodicAutocorrelations
SamplePeriodicAutocovariances-class | Class SamplePeriodicAutocovariances
seqSeasons | Get names of seasons
seqSeasons-method | Methods for seqSeasons() in package pcts
seqSeasons-methods | Methods for seqSeasons() in package pcts
show-method | Class FittedPeriodicArmaModel
show-method | Class '"PeriodicTS"'
show-method | Class SubsetPM
sigmaSq-method | Methods for 'sigmaSq' in package pcts
sigmaSq-methods | Methods for 'sigmaSq' in package pcts
SimpleCycle-class | Class SimpleCycle
sim_arAcf | Deprecated Functions and classes in Package 'pcts'
sim_parAcvf | Create a random periodic autocovariance function
sim_parCoef | Generate a periodic autoregression model
sim_pc | Simulate periodically correlated ARMA series
sim_pwn | Simulate periodic white noise
SiPeriodicArmaModel-class | Class SiPeriodicArmaModel
SiPeriodicArModel-class | Class SiPeriodicArModel
SiPeriodicMaModel-class | Class SiPeriodicMaModel
start.Cyclic | Periodic methods for base R functions
SubsetPM-class | Class SubsetPM
summary-method | Class '"PeriodicTS"'

## -- T --

test_piar | Test for periodic integration
time.PeriodicTimeSeries | Periodic methods for base R functions
toSeason | Functions for some basic operations with seasons
toSeasonPair | Functions for some basic operations with seasons
tsMatrix | Core data of periodic time series
tsVec | Core data of periodic time series
tsVector | Core data of periodic time series
ttmatToslPairs | Functions for some basic operations with seasons
ttTosl | Functions for some basic operations with seasons

## -- U --

unitCycle | Get names of seasons
unitCycle-method | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
unitCycle-method | Deprecated Functions and classes in Package 'pcts'
unitCycle-method | Methods for 'unitCycle' and 'unitSeason' in package pcts
unitCycle-methods | Methods for 'unitCycle' and 'unitSeason' in package pcts
unitCycle<- | Get names of seasons
unitCycle<--method | Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitCycle<--methods | Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitSeason | Get names of seasons
unitSeason-method | Class '"BuiltinCycle"' and its subclasses in package 'pcts'
unitSeason-method | Deprecated Functions and classes in Package 'pcts'
unitSeason-method | Methods for 'unitCycle' and 'unitSeason' in package pcts
unitSeason-methods | Methods for 'unitCycle' and 'unitSeason' in package pcts
unitSeason<- | Get names of seasons
unitSeason<--method | Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts
unitSeason<--methods | Methods for ''unitCycle<-'' and ''unitSeason<-'' in package pcts

## -- V --

vcov-method | Class SubsetPM
Vec | Core data of periodic time series

## -- W --

window | Periodic methods for base R functions
window.PeriodicMTS | Periodic methods for base R functions
window.PeriodicTS | Periodic methods for base R functions

## -- X --

xx.ss | Create environment for mc-fitting

## -- Z --

zoo-class | Class zoo made S4
zooreg-class | Virtual S4 class zooreg

## -- misc --

$-method | Methods for function'$' in package 'pcts'
$-methods | Methods for function'$' in package 'pcts'
[-method | Indexing of objects from classes in package pcts
[-methods | Indexing of objects from classes in package pcts
[.Date | Convert between Pctime and datetime objects
[.Pctime | Convert between Pctime and datetime objects
[.ts | Convert between Pctime and datetime objects
[<--method | Index assignments for objects from classes in package pcts
[<--methods | Index assignments for objects from classes in package pcts
[<-.POSIXlt | Convert between Pctime and datetime objects
[[-method | Methods for function''[['' in package 'pcts'
[[-methods | Methods for function''[['' in package 'pcts'
[[.Date | Convert between Pctime and datetime objects
[[.Pctime | Convert between Pctime and datetime objects