Simulation of Daily and Monthly Time Series

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Algorithm described in Ollech, D. (2021) .


Reference manual

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0.1.7 by Daniel Ollech, 4 months ago

Browse source code at

Authors: Daniel Ollech [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports utils, xts, zoo, timeDate, stats, dsa, tsbox

See at CRAN