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TSF (version 0.1.1)

Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Description

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) .

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Version

Install

install.packages('TSF')

Monthly Downloads

109

Version

0.1.1

License

GPL

Maintainer

Dr. Kumar Paul

Last Published

July 15th, 2017

Functions in TSF (0.1.1)

forecastTSF

Forecasting fractionally differenced series using TSF approach
StructuralBrekwithLongmemory

Predicting fractionally differenced series in presence of structural break
TSF

Fractionally differenced series for any value of d