Showing 3 of total 3 results (show query)
robjhyndman
forecast:Forecasting Functions for Time Series and Linear Models
Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
Maintained by Rob Hyndman. Last updated 7 months ago.
forecastforecastingopenblascpp
1.1k stars 17.46 score 16k scripts 240 dependents
gallegoj
tfarima:Transfer Function and ARIMA Models
Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.
Maintained by Jose L. Gallego. Last updated 1 years ago.
2 stars 4.04 score 11 scripts
cran
tis:Time Indexes and Time Indexed Series
Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.
Maintained by Brian Salzer. Last updated 4 years ago.
3.35 score 6 dependents