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, Hao Yu, Zinovi Krougly
MaintainerA.I. McLeod <[email protected]>
LicenseGPL (>= 2)
Version1.4.6
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")

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ltsa documentation built on May 29, 2017, 5:31 p.m.