forecastSNSTS (1.0-0)

Forecasting for Stationary and Non-Stationary Time Series.

Methods to compute linear h-step prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean square prediction errors for the resulting predictors.

Maintainer: Tobias Kley
Author(s): Tobias Kley [aut, cre], Philip Preuss [aut], Piotr Fryzlewicz [aut]

License: GPL (>= 2)

Uses: Rcpp, testthat

Released about 3 years ago.