itsmr (Q23157)
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Time Series Analysis Using the Innovations Algorithm
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | itsmr |
Time Series Analysis Using the Innovations Algorithm |
Statements
16 May 2025
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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.
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Identifiers
5 September 2022
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