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This package performs basic functions to fit and predict periodic autoregressive time series models as discussed in the book "Periodicity and Stochastic Trends in Economic Time Series" by Philip Hans Franses. Data sets analyzed in that book are also provided.
You can find it in CRAN and can be installed using R's install.package function.
The project summary page can be found here. You may also be interested in its page at crantastic.
The package was originally developed by Javier López-de-Lacalle and it is currently mantained by Carlos J. Gil Bellosta.