CRAN/E | TSF

TSF

Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Installation

About

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) doi:10.1016/j.ijforecast.2015.01.006.

Key Metrics

Version 0.1.1
Published 2017-07-15 2469 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks TSF results

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Maintainer

Maintainer

Dr. Ranjit Kumar Paul

ranjitstat@gmail.com

Authors

Sandipan Samanta
Ranjit Kumar Paul
Dipankar Mitra

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

stats
fracdiff
forecast