itsmr (1.9)

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Time Series Analysis Using the Innovations Algorithm.

http://eigenmath.org/itsmr-refman.pdf
http://cran.r-project.org/web/packages/itsmr

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. .

Maintainer: George Weigt
Author(s): George Weigt

License: FreeBSD

Uses: Does not use any package

Released about 1 year ago.


8 previous versions

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