Periodic Autoregressive Time Series Models in R: The partsm Package

This paper complements the standard manual pages provided by the partsm R-package carrying out an entire application. This package allows the user to check for periodicity in the data, fit a periodic autoregressive model of order p, PAR(p), select the periodic autoregressive lag order parameter, test for periodic integration, fit a periodically integrated autoregressive, PIAR, model up to order 2, as well as to perform out-of-sample forecasts.