TSF: Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

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Package details

AuthorSandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra
MaintainerDr. Ranjit Kumar Paul <ranjitstat@gmail.com>
Package repositoryView on CRAN
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TSF documentation built on May 2, 2019, 6:34 a.m.