tag:crantastic.org,2005:/packages/forecastSNSTSLatest activity for forecastSNSTS2017-06-18T17:40:49Zcrantastic.orgtag:crantastic.org,2005:TimelineEvent/636402017-06-18T17:40:49Z2017-06-18T17:40:49ZforecastSNSTS was upgraded to version 1.2-0<a href="/packages/forecastSNSTS">forecastSNSTS</a> was <span class="action">upgraded</span> to version <a href="/packages/forecastSNSTS/versions/60872">1.2-0</a><br /><h3>Package description:</h3><p>Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker 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 <http://personal.lse.ac.uk/kley/forecastSNSTS.pdf>.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/587202017-01-20T10:00:49Z2017-01-20T10:00:49ZforecastSNSTS was upgraded to version 1.1-1<a href="/packages/forecastSNSTS">forecastSNSTS</a> was <span class="action">upgraded</span> to version <a href="/packages/forecastSNSTS/versions/56241">1.1-1</a><br /><h3>Package description:</h3><p>Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared 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 arXiv:1611.04460 <http://arxiv.org/abs/1611.04460>.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/568462016-11-17T17:20:37Z2016-11-17T17:20:37ZforecastSNSTS was upgraded to version 1.1-0<a href="/packages/forecastSNSTS">forecastSNSTS</a> was <span class="action">upgraded</span> to version <a href="/packages/forecastSNSTS/versions/54471">1.1-0</a><br /><h3>Package description:</h3><p>Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared 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 a paper by the authors.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/566692016-11-12T00:20:41Z2016-11-12T00:20:41ZforecastSNSTS was released<a href="/packages/forecastSNSTS">forecastSNSTS</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker 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 <http://personal.lse.ac.uk/kley/forecastSNSTS.pdf>.</p>crantastic.org