itsmr (1.7)

Time Series Analysis Using the Innovations Algorithm.

http://eigenmath.xyz/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 over 2 years ago.