itsmr: Time Series Analysis Using the Innovations Algorithm
Version 1.8

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
Date of publication2018-01-21 19:39:04 UTC
MaintainerGeorge Weigt <[email protected]>
Package repositoryView on CRAN
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itsmr documentation built on Jan. 22, 2018, 1:04 a.m.