Methods to compute linear hstep ahead prediction coefficients based
on localised and iterated YuleWalker estimates and empirical mean squared
and absolute prediction errors for the resulting predictors. Also, functions
to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time
series, and to verify an assumption from Kley et al. (2017),
Preprint
Package details 


Maintainer  
License  GPL (>= 2) 
Version  1.20.9000 
URL  http://github.com/tobiaskley/forecastSNSTS 
Package repository  View on GitHub 
Installation 
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