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.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
nielsaka/zeitreihe documentation built on Nov. 9, 2019, 5:54 p.m.