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 08 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:39), 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), 1.3-0 (2019-09-02 17:20)
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

shinymodels  
Interactive Assessments of Models
Launch a 'shiny' application for 'tidymodels' results. For classification or regression models, the ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
kriens  
Continuation Passing Style Development
Provides basic functions for Continuation-Passing Style development. ...
Download / Learn more Package Citations See dependency  
imguR  
An Imgur.com API Client Package
A complete API client for the image hosting service Imgur.com, including the an imgur graphics devic ...
Download / Learn more Package Citations See dependency  
eDMA  
Dynamic Model Averaging with Grid Search
Perform dynamic model averaging with grid search as in Dangl and Halling (2012) ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

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