Change Point Analysis in ARIMA Forecasting

Package to incorporate change point analysis in ARIMA forecasting.


Reference manual

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0.20.0 by Nhat Cuong Pham, 3 years ago

Browse source code at

Authors: Claster William B. [aut] , Philip Sallis [aut] , Nhat Cuong Pham [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports changepoint, forecast, signal

Suggests R.rsp

See at CRAN