Time Series Methods

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at < https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.


Reference manual

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install.packages("tsmethods")

1.0.3 by Alexios Galanos, 8 months ago


https://www.nopredict.com/packages/tsmethods, https://github.com/tsmodels/tsmethods


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


Authors: Alexios Galanos [aut, cre, cph] (ORCID:


Documentation:   PDF Manual  


GPL-2 license


Imports methods, zoo, xts, data.table

Suggests testthat


Depended on by tsaux, tsdistributions, tsgarch, tsissm, tsmarch, tstests.


See at CRAN