itsmr: Time Series Analysis Using the Innovations Algorithm

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. <http://www.springer.com/us/book/9781475777505>.

Version: 1.9
Published: 2018-09-10
Author: George Weigt
Maintainer: George Weigt <g808391 at icloud.com>
License: FreeBSD
URL: http://eigenmath.org/itsmr-refman.pdf
NeedsCompilation: no
In views: TimeSeries
CRAN checks: itsmr results

Documentation:

Reference manual: itsmr.pdf

Downloads:

Package source: itsmr_1.9.tar.gz
Windows binaries: r-devel: itsmr_1.9.zip, r-release: itsmr_1.9.zip, r-oldrel: itsmr_1.9.zip
macOS binaries: r-release (arm64): itsmr_1.9.tgz, r-oldrel (arm64): itsmr_1.9.tgz, r-release (x86_64): itsmr_1.9.tgz, r-oldrel (x86_64): itsmr_1.9.tgz
Old sources: itsmr archive

Linking:

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