tssim: Simulation of Daily and Monthly Time Series

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. 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>
Package repositoryView on CRAN
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tssim documentation built on June 25, 2021, 5:06 p.m.