nielsaka/zeitreihe: Simulate, Estimate, Select, and Forecast Multiple Time Series Processes

The package provides a (random) collection of functions that are useful when analysing multivariate and univariate time series. It does not aim at completeness. Instead, the package is a byproduct of my work. Its contents is driven by whatever I felt necessary to implement myself.

install.packages("remotes")
remotes::install_github("nielsaka/zeitreihe")