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tsutils
View on CRAN: Click
here
Download and install tsutils package within the R console
Install from CRAN:
install.packages("tsutils")
Install from Github:
library("remotes")
install_github("cran/tsutils") Install by package version:
library("remotes")
install_version("tsutils", "0.9.4") Attach the package and use:
library("tsutils")
Maintained by
Nikolaos Kourentzes
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-01-11
Latest Update: 2023-11-15
Description:
Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.
How to cite:
Nikolaos Kourentzes (2019). tsutils: Time Series Exploration, Modelling and Forecasting. R package version 0.9.4, https://cran.r-project.org/web/packages/tsutils. Accessed 08 Jun. 2026.
Previous versions and publish date:
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Other R packages that tsutils depends,
imports, suggests or enhances
Complete documentation for tsutils
Functions, R codes and Examples using
the tsutils R package
Some associated functions: Sthief . abc . abcxyz . cmav . coxstuart . decomp . geomean . getOptK . lagmatrix . lambdaseq . leadtrail . mseastest . nemenyi . plotSthief . referrals . residout . seasdummy . seasplot . theta . trendtest . tsutils-package . tsutils . wins . xyz .
Some associated R codes: Sthief.R . abc.R . abcxyz.R . cmav.R . coxstuart.R . dataset.R . decomp.R . geomean.R . getOptK.R . lagmatrix.R . lambdaseq.R . leadtrail.R . mseastest.R . nemenyi.R . plotSthief.R . residout.R . seasdummy.R . seasplot.R . theta.R . trendtest.R . tsutils-package.R . wins.R . xyz.R . Full tsutils package functions and examples
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