forecastSNSTS

cranv1.3-0

Forecasting for Stationary and Non-Stationary Time Series. Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared and absolute prediction errors for the resulting predictors. Also, functions to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time se

License GPL (>= 2)0 versions1 maintainers1 deps78 weekly dl
http://github.com/tobiaskley/forecastSNSTS
39
/ 100
Health
use with caution

[email protected] low health (39/100) — consider alternatives

  • Low health score (39/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
12/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

Dependencies (1)
API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/forecastSNSTS

First published · 2019-09-02 16:32:31

Last updated · 2019-09-02T14:20:05+00:00