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:Sandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra

TSF_0.1.1.tar.gz
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TSF_0.1.1.tgz(r-4.4-any)TSF_0.1.1.tgz(r-4.3-any)
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TSF.pdf |TSF.html✨
TSF/json (API)

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3 exports 1.45 score 45 dependencies 5 mentions 30 scripts 156 downloads

Last updated 7 years agofrom:9f4807ea94. Checks:OK: 7. Indexed: yes.

Exports:fdseriesforecastTSFStructuralBrekwithLongmemory

Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo