Forecasting for Stationary and Non-Stationary Time Series

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Documentation for package ‘forecastSNSTS’ version 1.1-1

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forecastSNSTS-package Forecasting of Stationary and Non-Stationary Time Series
acfARp Compute autocovariances of an AR(p) process
f Compute f(delta) for a tvAR(p) process
forecastSNSTS Forecasting of Stationary and Non-Stationary Time Series
MSPE Mean squared h-step ahead prediction errors
plot.MSPE Plot a 'MSPE' object
predCoef h-step Prediction coefficients
ts-models-tvARMA Simulation of an tvARMA(p) time series.
tvARMA Simulation of an tvARMA(p) time series.