tsutils: Time Series Exploration, Modelling and Forecasting

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Package details

AuthorNikolaos Kourentzes [aut, cre], Ivan Svetunkov [ctb], Oliver Schaer [ctb]
MaintainerNikolaos Kourentzes <nikolaos@kourentzes.com>
LicenseGPL-3
Version0.9.4
URL https://github.com/trnnick/tsutils/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsutils")

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tsutils documentation built on Nov. 15, 2023, 1:08 a.m.