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ykang
gratis:Generating Time Series with Diverse and Controllable Characteristics
Generates synthetic time series based on various univariate time series models including MAR and ARIMA processes. Kang, Y., Hyndman, R.J., Li, F.(2020) <doi:10.1002/sam.11461>.
Maintained by Feng Li. Last updated 12 months ago.
data-generationmixture-autoregressivestatistical-computingtime-series
76 stars 6.98 score 25 scripts
rjdverse
rjd3toolkit:Utility Functions around 'JDemetra+ 3.0'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, UCARIMA models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using rjd3x13 or rjd3tramoseats.
Maintained by Tanguy Barthelemy. Last updated 5 months ago.
javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
6 stars 5.74 score 48 scripts 16 dependents