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itsmr  

Time Series Analysis Using the Innovations Algorithm
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("itsmr", "1.11")



Attach the package and use:
library("itsmr")
Maintained by
George Weigt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-06-15
Latest Update: 2025-05-16
Description:
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. .
How to cite:
George Weigt (2011). itsmr: Time Series Analysis Using the Innovations Algorithm. R package version 1.11, https://cran.r-project.org/web/packages/itsmr. Accessed 11 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:50), 1.0 (2011-06-15 20:02), 1.1 (2011-07-23 15:55), 1.3 (2011-09-07 08:38), 1.4 (2011-09-14 08:45), 1.5 (2011-11-13 10:12), 1.6 (2017-10-29 15:07), 1.7 (2017-11-05 18:44), 1.8 (2018-01-21 20:39), 1.9 (2018-09-10 20:30), 1.10 (2022-08-06 08:10)
Other packages that cited itsmr R package
View itsmr citation profile
Other R packages that itsmr depends, imports, suggests or enhances
Complete documentation for itsmr
Functions, R codes and Examples using the itsmr R package
Some associated functions: Resid . Sunspots . aacvf . acvf . airpass . ar.inf . arar . arma . autofit . burg . check . deaths . dowj . forecast . hannan . hr . ia . itsmr-package . lake . ma.inf . periodogram . plota . plotc . plots . season . selftest . sim . smooth.exp . smooth.fft . smooth.ma . smooth.rank . specify . strikes . test . trend . wine . yw . 
Some associated R codes: itsmr.R .  Full itsmr package functions and examples
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