Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.
| Version: | 1.4.6.1 |
| Depends: | R (≥ 2.1.0) |
| Published: | 2024-09-18 |
| DOI: | 10.32614/CRAN.package.ltsa |
| Author: | A.I. McLeod [aut, cre], Hao Yu [aut], Zinovi Krougly [aut] |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | yes |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Citation: | ltsa citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | ltsa results |
| Reference manual: | ltsa.pdf |
| Package source: | ltsa_1.4.6.1.tar.gz |
| Windows binaries: | r-devel: ltsa_1.4.6.1.zip, r-release: ltsa_1.4.6.1.zip, r-oldrel: ltsa_1.4.6.1.zip |
| macOS binaries: | r-release (arm64): ltsa_1.4.6.1.tgz, r-oldrel (arm64): ltsa_1.4.6.1.tgz, r-release (x86_64): ltsa_1.4.6.1.tgz, r-oldrel (x86_64): ltsa_1.4.6.1.tgz |
| Old sources: | ltsa archive |
| Reverse depends: | arfima |
| Reverse imports: | artfima, beyondWhittle, ConfZIC, gmwmx, sarima, slm, tscopula, tscount |
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