Package: TSF 0.1.1
TSF: Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break
Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.
Authors:
TSF_0.1.1.tar.gz
TSF_0.1.1.zip(r-4.7)TSF_0.1.1.zip(r-4.6)TSF_0.1.1.zip(r-4.5)
TSF_0.1.1.tgz(r-4.6-any)TSF_0.1.1.tgz(r-4.5-any)
TSF_0.1.1.tar.gz(r-4.7-any)TSF_0.1.1.tar.gz(r-4.6-any)
TSF_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
TSF/json (API)
| # Install 'TSF' in R: |
| install.packages('TSF', repos = c('https://ranjitstat.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:9f4807ea94. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 136 | ||
| source / vignettes | OK | 152 | ||
| linux-release-x86_64 | OK | 122 | ||
| macos-release-arm64 | OK | 101 | ||
| macos-oldrel-arm64 | OK | 103 | ||
| windows-devel | OK | 89 | ||
| windows-release | OK | 80 | ||
| windows-oldrel | OK | 93 | ||
| wasm-release | OK | 99 |
Exports:fdseriesforecastTSFStructuralBrekwithLongmemory
Dependencies:clicolorspacecpp11farverforecastfracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelmtestmagrittrnlmennetR6RColorBrewerRcppRcppArmadillorlangS7scalestimeDateurcavctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Forecasting fractionally differenced series using TSF approach | forecastTSF |
| Predicting fractionally differenced series in presence of structural break | StructuralBrekwithLongmemory |
| Fractionally differenced series for any value of d | fdseries |
