ltsa (1.0)

Linear time series analysis.

http://www.stats.uwo.ca/faculty/aim
http://cran.r-project.org/web/packages/ltsa

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Maintainer: A.I. McLeod
Author(s): A.I. McLeod, Hao Yu, Zinovi Krougly

License: GPL (version 2 or later)

Uses: FGN
Reverse depends: arfima, FGN, FitAR

Released over 5 years ago.