Other packages > Find by keyword >

forecastSNSTS  

Forecasting for Stationary and Non-Stationary Time Series
View on CRAN: Click here


Download and install forecastSNSTS package within the R console
Install from CRAN:
install.packages("forecastSNSTS")

Install from Github:
library("remotes")
install_github("cran/forecastSNSTS")

Install by package version:
library("remotes")
install_version("forecastSNSTS", "1.3-0")



Attach the package and use:
library("forecastSNSTS")
Maintained by
Tobias Kley
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-12
Latest Update: 2019-09-02
Description:
Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared and absolute prediction errors for the resulting predictors. Also, functions to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time series, and to verify an assumption from Kley et al. (2019), Electronic of Statistics, forthcoming. Preprint .
How to cite:
Tobias Kley (2016). forecastSNSTS: Forecasting for Stationary and Non-Stationary Time Series. R package version 1.3-0, https://cran.r-project.org/web/packages/forecastSNSTS. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0-0 (2016-11-12 00:55), 1.1-0 (2016-11-17 18:07), 1.1-1 (2017-01-20 10:48), 1.2-0 (2017-06-18 19:36)
Other packages that cited forecastSNSTS R package
View forecastSNSTS citation profile
Other R packages that forecastSNSTS depends, imports, suggests or enhances
Complete documentation for forecastSNSTS
Functions, R codes and Examples using the forecastSNSTS R package
Some associated functions: acfARp . computeMSPEcpp . f . forecastSNSTS-package . measure-of-accuracy . plot.measure-of-accuracy . predCoef . ts-models-tvARMA . tvARMAcpp . 
Some associated R codes: RcppExports.R . acfARp.R . f.R . forecastSNSTS-package.R . measure-of-accuracy.R . models.R .  Full forecastSNSTS package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

DatabionicSwarm  
Swarm Intelligence for Self-Organized Clustering
Algorithms implementing populations of agents that interact with one another and sense their environ ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA