tssim: Simulation of Daily and Monthly Time Series

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Main algorithm described in Ollech, D. (2021) <doi:10.1515/jtse-2020-0028>.

Getting started

Package details

AuthorDaniel Ollech [aut, cre]
MaintainerDaniel Ollech <daniel.ollech@bundesbank.de>
LicenseGPL-3
Version0.2.7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tssim")

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tssim documentation built on April 3, 2025, 7:39 p.m.