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Methods to compute linear hstep ahead prediction coefficients based
on localised and iterated YuleWalker estimates and empirical mean squared
and absolute prediction errors for the resulting predictors. Also, functions
to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time
series, and to verify an assumption from Kley et al. (2017),
Preprint
Package details 


Author  Tobias Kley [aut, cre], Philip Preuss [aut], Piotr Fryzlewicz [aut] 
Date of publication  20170618 17:36:22 UTC 
Maintainer  Tobias Kley <[email protected]> 
License  GPL (>= 2) 
Version  1.20 
URL  http://github.com/tobiaskley/forecastSNSTS 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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