tsdecomp: Decomposition of Time Series Data

ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <doi:10.2307/2982132> and Hillmer and Tiao (1982) <doi:10.2307/2287770>.

Version: 0.2
Depends: R (≥ 3.0.0)
Published: 2017-01-04
DOI: 10.32614/CRAN.package.tsdecomp
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
URL: https://jalobe.com
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: tsdecomp results

Documentation:

Reference manual: tsdecomp.pdf
Vignettes: tsdecomp-intro

Downloads:

Package source: tsdecomp_0.2.tar.gz
Windows binaries: r-devel: tsdecomp_0.2.zip, r-release: tsdecomp_0.2.zip, r-oldrel: tsdecomp_0.2.zip
macOS binaries: r-release (arm64): tsdecomp_0.2.tgz, r-oldrel (arm64): tsdecomp_0.2.tgz, r-release (x86_64): tsdecomp_0.2.tgz, r-oldrel (x86_64): tsdecomp_0.2.tgz

Linking:

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