Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes Exponential Smoothing, SARIMA, Complex Exponential Smoothing, Simple Moving Average, Vector Exponential Smoothing in state space forms, several simulation functions and intermittent demand state space models.
To install this package, run one of the following:
Summary
Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes Exponential Smoothing, SARIMA, Complex Exponential Smoothing, Simple Moving Average, Vector Exponential Smoothing in state space forms, several simulation functions and intermittent demand state space models.
Last Updated
Dec 29, 2019 at 22:52
License
GPL-2
Total Downloads
12
Supported Platforms