Package: partialAR
Type: Package
Title: Partial Autoregression
Version: 1.0.12
Date: 2020-04-12
Authors@R: c(person("Matthew", "Clegg", role=c("aut","cre","cph"),
                    email="matthewcleggphd@gmail.com"))
Description: A time series is said to be partially autoregressive if it can be represented as a sum of a random walk and an autoregressive sequence without unit roots. This package fits partially autoregressive time series, where the autoregressive  component is AR(1).  This may be of use in modeling certain financial time series.
License: GPL-2 | GPL-3
Imports: Rcpp (>= 0.11.2), zoo, parallel, ggplot2, MASS, tseries,
        data.table, KFAS, urca, plot3D, methods
Suggests: egcm, TTR
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2020-04-13 07:10:57 UTC; matthew
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd@gmail.com>
Repository: CRAN
Date/Publication: 2020-04-14 09:10:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 13:03:35 UTC; windows
Archs: i386, x64
