ltsa: Linear Time Series Analysis

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Package details

AuthorA.I. McLeod [aut, cre], Hao Yu [aut], Zinovi Krougly [aut]
MaintainerA.I. McLeod <aimcleod@uwo.ca>
LicenseGPL (>= 2)
Version1.4.6.1
URL http://www.stats.uwo.ca/faculty/aim
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ltsa")

Try the ltsa package in your browser

Any scripts or data that you put into this service are public.

ltsa documentation built on Sept. 18, 2024, 5:07 p.m.