Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.
| Version: | 1.1 |
| Depends: | R (≥ 2.1.0) |
| Published: | 2008-01-08 |
| Author: | A.I. McLeod, Hao Yu, Zinovi Krougly |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL (≥ 2) |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| In views: | TimeSeries |
| CRAN checks: | ltsa results |
| Package source: | ltsa_1.1.tar.gz |
| MacOS X binary: | ltsa_1.1.tgz |
| Windows binary: | ltsa_1.1.zip |
| Reference manual: | ltsa.pdf |
| Old sources: | ltsa archive |
| Reverse depends: | FGN, FitAR |