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) .


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Reference manual

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install.packages("TSF")

0.1.1 by Dr. Ranjit Kumar Paul, 2 years ago


Browse source code at https://github.com/cran/TSF


Authors: Sandipan Samanta , Ranjit Kumar Paul and Dipankar Mitra


Documentation:   PDF Manual  


GPL license


Imports stats, fracdiff, forecast


See at CRAN