Rssa (version 1.0.5)

A Collection of Methods for Singular Spectrum Analysis

Description

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, ). See 'citation("Rssa")' for details.

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install.packages('Rssa')

Monthly Downloads

590

Version

1.0.5

License

GPL (>= 2)

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Last Published

August 22nd, 2022

Functions in Rssa (1.0.5)