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. <http://www.springer.com/us/book/9781475777505>.

Package details

AuthorGeorge Weigt
MaintainerGeorge Weigt <[email protected]>
LicenseFreeBSD
Version1.9
URL http://eigenmath.org/itsmr-refman.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("itsmr")

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itsmr documentation built on Sept. 11, 2018, 1:05 a.m.