tsutils

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Tsutils



swMATH36691CRANtsutilsMaRDI QIDQ52393FDOQ52393

Time Series Exploration, Modelling and Forecasting

Nikolaos Kourentzes

Last update: 15 November 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.3, 0.9.0, 0.9.2, 0.9.4

Official website: https://cran.r-project.org/web/packages/tsutils/index.html

Source code repository: https://github.com/cran/tsutils

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.




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