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Forecasting Using Multivariate Models

v0.2.1 · Feb 3, 2025 · LGPL-2.1

Description

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.

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r-devel-macos-arm64 OK
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r-patched-linux-x86_64 OK
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r-release-windows-x86_64 OK
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OK r-devel-linux-x86_64-debian-gcc

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.0Mb
  sub-directories of 1Mb or more:
    libs   4.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.0Mb
  sub-directories of 1Mb or more:
    libs   5.0Mb
NOTE r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.0Mb
  sub-directories of 1Mb or more:
    libs   4.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.0Mb
  sub-directories of 1Mb or more:
    libs   5.0Mb
NOTE r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'

Reverse Dependencies (2)

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Version History

new 0.2.1 Mar 9, 2026