tsutils: Time Series Exploration, Modelling and Forecasting (original) (raw)
Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.
Version: | 0.9.4 |
---|---|
Imports: | RColorBrewer, forecast, MAPA, plotrix |
Suggests: | thief |
Published: | 2023-11-15 |
DOI: | 10.32614/CRAN.package.tsutils |
Author: | Nikolaos Kourentzes [aut, cre], Ivan Svetunkov [ctb], Oliver Schaer [ctb] |
Maintainer: | Nikolaos Kourentzes |
License: | GPL-3 |
URL: | https://github.com/trnnick/tsutils/ |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | tsutils results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=tsutilsto link to this page.