This program is written in S and implements the methodology discussed in my paper, McLeod, A.I. (1994) Diagnostic Checking Periodic Autoregression Models with Application, The Journal of Time Series Analysis 15, 221-233 (also, see Addendum, Journal of Time Series Analysis 16, p.647-648). Just source the following file into S-Plus or R: pear.ssc. I haven't had time to update the online help to S-Plus 6.1 for this library but the old help files are ASCII: OldHelp.zip. Extraction program: unzip.exe.
This library has been ported to R and is available here: CRAN Website
Tuesday May 06, 2003 12:44 PM