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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. <https://link.springer.com/book/10.1007/b97391>.
Getting started
Browse package contents
Package details |
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| Author | George Weigt |
| Maintainer | George Weigt <g808391@icloud.com> |
| License | FreeBSD |
| Version | 1.10 |
| URL | https://georgeweigt.github.io/itsmr-refman.pdf |
| Package repository | View on CRAN |
| Installation |
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