An R package with general utility functions for working with time series. Based on the "Econometria II" class at FGV-EESP in 2020.
The most interesting functions are a generalized Dickey-Fuller t-test and an auto ARIMA model selector based on minimal AIC.
Disclaimer: This project was undertaken during a period when my experience level was less advanced, and it wasn't fully completed. It contains errors and suboptimal practices. It isn't supposed to be used as an actual package; it was merely a learning project.
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