itsmr: Time Series Analysis Using the Innovations Algorithm

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <http://www.springer.com/us/book/9781475777505>.

Version: 1.7
Published: 2017-11-05
Author: George Weigt
Maintainer: George Weigt <g808391 at gmail.com>
License: FreeBSD
URL: http://eigenmath.xyz/itsmr-refman.pdf
NeedsCompilation: no
CRAN checks: itsmr results

Downloads:

Reference manual: itsmr.pdf
Package source: itsmr_1.7.tar.gz
Windows binaries: r-devel: itsmr_1.7.zip, r-release: itsmr_1.7.zip, r-oldrel: itsmr_1.7.zip
OS X El Capitan binaries: r-release: itsmr_1.7.tgz
OS X Mavericks binaries: r-oldrel: itsmr_1.7.tgz
Old sources: itsmr archive

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