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) .


Reference manual

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0.1.1 by Dr. Ranjit Kumar Paul, 4 years ago

Browse source code at

Authors: Sandipan Samanta , Ranjit Kumar Paul and Dipankar Mitra

Documentation:   PDF Manual  

GPL license

Imports stats, fracdiff, forecast

See at CRAN