itsmr-package | R Documentation |
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: | itsmr |
Type: | Package |
Version: | 1.10 |
Date: | 2022-07-27 |
License: | FreeBSD |
LazyLoad: | yes |
URL: | https://georgeweigt.github.io/itsmr-refman.pdf |
George Weigt
Maintainer: George Weigt <g808391@icloud.com>
Brockwell, Peter J., and Richard A. Davis. Introduction to Time Series and Forecasting. 2nd ed. Springer, 2002.
plotc(wine) ## Define a suitable data model M = c("log","season",12,"trend",1) ## Obtain residuals and check for stationarity e = Resid(wine,M) test(e) ## Define a suitable ARMA model a = arma(e,p=1,q=1) ## Obtain residuals and check for white noise ee = Resid(wine,M,a) test(ee) ## Forecast future values forecast(wine,M,a)
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