tsdecomp: Decomposition of Time Series Data

ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <DOI:10.2307/2982132> and Hillmer and Tiao (1982) <DOI:10.2307/2287770>.

Package details

AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version0.2
URL https://jalobe.com
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsdecomp")

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tsdecomp documentation built on May 1, 2019, 9:15 p.m.