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. <>.

Package details

AuthorGeorge Weigt
MaintainerGeorge Weigt <>
Package repositoryView on CRAN
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itsmr documentation built on May 2, 2019, 3:26 p.m.