tsutils (Q52393)

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Time Series Exploration, Modelling and Forecasting
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tsutils
Time Series Exploration, Modelling and Forecasting

    Statements

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    0.9.3
    5 July 2022
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    0.9.0
    11 January 2019
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    0.9.2
    6 February 2020
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    0.9.4
    15 November 2023
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    15 November 2023
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    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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