itsmr: Time Series Analysis Using the Innovations Algorithm

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <https://link.springer.com/book/10.1007/b97391>.

Version:	1.10
Published:	2022-08-06
Author:	George Weigt
Maintainer:	George Weigt <g808391 at icloud.com>
License:	FreeBSD
URL:	https://georgeweigt.github.io/itsmr-refman.pdf
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	itsmr results

Documentation:

Reference manual:

itsmr.pdf

Downloads:

Package source:	itsmr_1.10.tar.gz
Windows binaries:	r-devel: itsmr_1.10.zip, r-release: itsmr_1.10.zip, r-oldrel: itsmr_1.10.zip
macOS binaries:	r-release (arm64): itsmr_1.10.tgz, r-oldrel (arm64): itsmr_1.10.tgz, r-release (x86_64): itsmr_1.10.tgz, r-oldrel (x86_64): itsmr_1.10.tgz
Old sources:	itsmr archive

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