Forecasting for Stationary and Non-Stationary Time Series

acfARp | Compute autocovariances of an AR(p) process |

computeMSPEcpp | Mean Squared Prediction Errors, for a single h |

f | Compute f(delta) for a tvAR(p) process |

forecastSNSTS-package | Forecasting of Stationary and Non-Stationary Time Series |

measure-of-accuracy | Mean squared or absolute h-step ahead prediction errors |

plot.measure-of-accuracy | Plot a 'MSPE' or 'MAPE' object |

predCoef | h-step Prediction coefficients |

ts-models-tvARMA | Simulation of an tvARMA(p) time series. |

tvARMAcpp | Workhorse function for tvARMA time series generation |

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