Package: itsmr
Type: Package
Title: Time Series Analysis Using the Innovations Algorithm
Version: 1.6
Date: 2017-10-28
Author: George Weigt
Maintainer: George Weigt <g808391@gmail.com>
Description: 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. <http://www.springer.com/us/book/9781475777505>.
License: FreeBSD
LazyLoad: yes
NeedsCompilation: no
URL: http://eigenmath.xyz/itsmr-refman.pdf
Packaged: 2017-10-28 17:19:00 UTC; roscoe
Repository: CRAN
Date/Publication: 2017-10-29 14:07:17 UTC
