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.
| Version: | 1.11 |
| Published: | 2025-05-16 |
| DOI: | 10.32614/CRAN.package.itsmr |
| Author: | George Weigt [aut, cre] |
| Maintainer: | George Weigt <9634295 at gmail.com> |
| License: | FreeBSD |
| URL: | https://georgeweigt.github.io/itsmr-refman.pdf |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | itsmr results |
| Reference manual: | itsmr.pdf |
| Package source: | itsmr_1.11.tar.gz |
| Windows binaries: | r-devel: not available, r-release: itsmr_1.11.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): itsmr_1.11.tgz, r-oldrel (arm64): itsmr_1.11.tgz, r-release (x86_64): itsmr_1.11.tgz, r-oldrel (x86_64): itsmr_1.11.tgz |
| Old sources: | itsmr archive |
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