forecastSNSTS (1.0-0)

Forecasting for Stationary and Non-Stationary Time Series.

http://github.com/tobiaskley/forecastSNSTS
http://cran.r-project.org/web/packages/forecastSNSTS

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 over 2 years ago.