The Generalized Berlin Method for Time Series Decomposition

Time series decomposition for univariate time series using the "Verallgemeinerte Berliner Verfahren" (Generalized Berlin Method) as described in 'Kontinuierliche Messgrößen und Stichprobenstrategien in Raum und Zeit mit Anwendungen in den Natur-, Umwelt-, Wirtschafts- und Finanzwissenschaften', by Hebbel and Steuer, Springer Berlin Heidelberg, 2022 , or 'Decomposition of Time Series using the Generalised Berlin Method (VBV)' by Hebbel and Steuer, in Jan Beran, Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and Financial Research - Theory, Methods and Practice, Festschrift in Honour of Prof. Siegfried Heiler. Series: Advanced Studies in Theoretical and Applied Econometrics. Springer 2014, p. 9-40.


VBV

Time series decomposition for univariate time series using the "Verallgemeinerte Berliner Verfahren" (Generalized Berlin Method)

Reference manual

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install.packages("VBV")

0.6.2 by Detlef Steuer, 4 years ago


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


Authors: Detlef Steuer [aut, cre] , Hartmut Hebbel [aut]


Documentation:   PDF Manual  


GPL (>= 3) license



See at CRAN