Time Series Analysis and Forecasting Using Complex Variables

Implements the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov & Svetunkov (2024) .

complex package for R

Time series analysis and forecasting using complex variables

The package includes basic instruments for correlation and regression analysis of complex-valued variables. The package supports the monograph by Svetunkov & Svetunkov "Complex-valued Econometrics with Examples in R", which is to be published by Springer in 2024.

Installation

Stable version can be installed from CRAN:

install.packages("complex")

For installation from github use the remotes package:

if (!require("remotes")){install.packages("remotes")}
remotes::install_github("config-i1/complex")