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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 <http://personal.lse.ac.uk/kley/forecastSNSTS.pdf>.
Package details 


Author  Tobias Kley [aut, cre], Philip Preuss [aut], Piotr Fryzlewicz [aut] 
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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