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itsmr: Time Series Analysis Using the Innovations Algorithm
Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis.
Getting started
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Package details |
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| Author | George Weigt [aut, cre] |
| Maintainer | George Weigt <9634295@gmail.com> |
| License | FreeBSD |
| Version | 1.11 |
| URL | https://georgeweigt.github.io/itsmr-refman.pdf |
| Package repository | View on CRAN |
| Installation |
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