README.md

In zaenalium/gstar: Generalized Space-Time Autoregressive Model

gstar

An R package to help you analyze data using method Generalized Space-Time Autoregressive, this method is great to analyze multivariate time series data with spatial effect.

Getting Started

This package is still beta version, if you want to install it you can use devtools:install_github('zaenalium/gstar'). Please be noted that this package is build based on this following paper :

• Budi Nurani Ruchjana, Svetlana A. Borovkova and H. P. Lopuhaa (2012), Least Squares Estimation of Generalized Space Time AutoRegressive (GSTAR) Model and Its Properties, The 5th International Conference on Research and Education in Mathematics AIP Conf. Proc. 1450, 61-64

I have seen a lot of derivative or enhancement of this method (eg. gstarima, gstar-x), if you need those derivative to be included in this package please help me find the reference and I will include it. Also please contact me if there is a bug in this package. I really appreciate if you help me to give more reference or check my coding.

Authors

• Ahmad Zaenal - zaenalium
• Fiqry Revadiansyah - mrboneclinkz

See also the list of contributors who participated in this project.

License

This project is licensed under the GPL-2 | GPL-3 License - see the DESCRIPTION file for details

Acknowledgments

Many thanks to Mrs. Budi Nurani Ruchjana that give me permission to create this package based on her work.

Thank you

zaenalium/gstar documentation built on June 28, 2019, 10:32 a.m.