tsdecomp (0.2)

0 users

Decomposition of Time Series Data.


ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) and Hillmer and Tiao (1982) .

Maintainer: Javier L?pez-de-Lacalle
Author(s): Javier Lpez-de-Lacalle <javlacalle@yahoo.es>

License: GPL-2

Uses: Does not use any package

Released almost 3 years ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of tsdecomp yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for tsdecomp on google, google scholar, r-help, r-devel.

Visit tsdecomp on R Graphical Manual.