tsutils-package: tsutils: Time Series Exploration, Modelling and Forecasting

In tsutils: Time Series Exploration, Modelling and Forecasting

tsutils: Time Series Exploration, Modelling and Forecasting

Description

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.

Author(s)

Maintainer: Nikolaos Kourentzes [e-mail]

Other contributors:

• Ivan Svetunkov [e-mail] [contributor]

• Oliver Schaer [e-mail] [contributor]

See Also

Useful links:

• https://github.com/trnnick/tsutils/

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