Time Series Exploration, Modelling and Forecasting

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.


Functions for time series exploration, modelling and forecasting for R: tsutils package

Development repository for the tsutils package for R.

To install use:

devtools::install_github("trnnick/tsutils")

Happy forecasting!

News

INITIAL RELEASE 0.9.0 (01 Jan 2018)

  • Initial release on CRAN.

Reference manual

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install.packages("tsutils")

0.9.2 by Nikolaos Kourentzes, 14 days ago


https://github.com/trnnick/tsutils/


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


Authors: Nikolaos Kourentzes [aut, cre] , Ivan Svetunkov [ctb] , Oliver Schaer [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports RColorBrewer, forecast, MAPA, plotrix

Suggests thief


Imported by nnfor.


See at CRAN