mar1s: Multiplicative AR(1) with Seasonal Processes

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.

Version: 2.1.1
Depends: cmrutils, fda, zoo
Published: 2018-08-18
DOI: 10.32614/CRAN.package.mar1s
Author: Andrey Paramonov
Maintainer: Andrey Paramonov <paramon at>
License: GPL (≥ 3)
NeedsCompilation: no
In views: TimeSeries
CRAN checks: mar1s results


Reference manual: mar1s.pdf


Package source: mar1s_2.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mar1s_2.1.1.tgz, r-oldrel (arm64): mar1s_2.1.1.tgz, r-release (x86_64): mar1s_2.1.1.tgz, r-oldrel (x86_64): mar1s_2.1.1.tgz
Old sources: mar1s archive


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