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Description

Seasonal Functional Autoregressive Models.

This is a collection of functions designed for simulating, estimating and forecasting seasonal functional autoregressive time series of order one. These methods are addressed in the manuscript: <https://www.monash.edu/business/ebs/research/publications/ebs/wp16-2019.pdf>.

Rsfar: Seasonal Functional Autoregressive Models

Tools for simulating, estimating and forecasting seasonal functional autoregressive (SFAR) time series of order one.

Metadata

Version

0.0.1

License

Unknown

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