Other packages > Find by keyword >

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 28 Jun. 2026.
Previous versions and publish date:
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

geoelectrics  
3D-Visualization of Geoelectric Resistivity Measurement Profiles
Visualizes two-dimensional geoelectric resistivity measurement profiles in three dimensions. ...
Download / Learn more Package Citations See dependency  
nlraa  
Nonlinear Regression for Agricultural Applications
Additional nonlinear regression functions using self-start (SS) algorithms. One of the functions is ...
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  
XKCDdata  
Get XKCD Comic Data
Download data from individual XKCD comics, written by Randall Munroe < ...
Download / Learn more Package Citations See dependency  
EventWinRatios  
Event-Specific Win Ratios for Terminal and Non-Terminal Events
Provides several confidence interval and testing procedures using event-specific win ratios for sem ...
Download / Learn more Package Citations See dependency  
Rirt  
Data Analysis and Parameter Estimation Using Item Response Theory
Parameter estimation, computation of probability, information, and (log-)likelihood, and visualizat ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,487

Author Associations

27,536

Publication Badges

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