tsutils

Time Series Exploration, Modelling and Forecasting

Last update: 15 November 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.3, 0.9.0, 0.9.2, 0.9.4

Source code repository: https://github.com/cran/tsutils

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.