forecastSNSTS
cranv1.3-0Forecasting 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/forecastSNSTS39
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curl https://depscope.dev/api/check/cran/forecastSNSTSFirst published · 2019-09-02 16:32:31
Last updated · 2019-09-02T14:20:05+00:00