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. <>.

Version: 1.9
Published: 2018-09-10
Author: George Weigt
Maintainer: George Weigt <g808391 at>
License: FreeBSD
NeedsCompilation: no
In views: TimeSeries
CRAN checks: itsmr results


Reference manual: itsmr.pdf
Package source: itsmr_1.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: itsmr_1.9.tgz, r-oldrel: itsmr_1.9.tgz
Old sources: itsmr archive


Please use the canonical form to link to this page.