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 |
| Reference manual: | itsmr.pdf |
| 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: itsmr_1.9.tgz, r-oldrel: itsmr_1.9.tgz |
| Old sources: | itsmr archive |
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