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>.

Getting started

Package details

AuthorSandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra
MaintainerDr. Ranjit Kumar Paul <ranjitstat@gmail.com>
LicenseGPL
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TSF")

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TSF documentation built on May 2, 2019, 6:34 a.m.