ASSA: Applied Singular Spectrum Analysis

Description

Description

The package ASSA is an add-on tool for R that implements time series decomposition and modeling methods based on singular spectrum analysis (SSA) and multivariate singular spectrum analysis (MSSA). The current version of the package includes tools tailored for extracting business cycles, and for computing trendlines.

For a complete list of functions, data sets and documentation, type help.start() and follow the link to ASSA on the Package Index.

Funding from the project INTERSTATA (Interdisciplinary Statistics in Action), by the International Research and Partnership Fund, is gratefully acknowledged.


ASSA documentation built on Nov. 20, 2020, 5:10 p.m.

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