forecastSNSTS
Forecasting for Stationary and Non-Stationary Time Series
v1.3-0
·
Sep 2, 2019
·
GPL (>= 2)
Description
Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared and absolute prediction errors for the resulting predictors. Also, functions to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time series, and to verify an assumption from Kley et al. (2019), Electronic of Statistics, forthcoming. Preprint <arXiv:1611.04460>.
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| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
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| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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CRAN incoming feasibility
Maintainer: ‘Tobias Kley <tobias.kley@bristol.ac.uk>’ The Description field contains <arXiv:1611.04460>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Tobias Kley <tobias.kley@bristol.ac.uk>’ The Description field contains <arXiv:1611.04460>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Tobias Kley <tobias.kley@bristol.ac.uk>’ The Description field contains <arXiv:1611.04460>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Tobias Kley <tobias.kley@bristol.ac.uk>’ The Description field contains <arXiv:1611.04460>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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LazyData
'LazyData' is specified without a 'data' directory
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r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
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LazyData
'LazyData' is specified without a 'data' directory
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1.3-0
Mar 10, 2026