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Functions for time series exploration, modelling and forecasting for R: tsutils package

Development repository for the tsutils package for R.

To install use:

if (!require("devtools")){install.packages("devtools")}

devtools::install_github("trnnick/tsutils")

Happy forecasting!

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Install

install.packages('tsutils')

Monthly Downloads

1,131

Version

0.9.0

License

GPL-3

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Maintainer

Nikolaos Kourentzes

Last Published

January 11th, 2019

Functions in tsutils (0.9.0)

abc

ABC analysis
wins

Winsorise
getOptK

Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1)
residout

Residuals control chart
referrals

NHS A&E Referrals
lagmatrix

Create lead/lags of a variable
mseastest

Multiplicative seasonality test
geomean

Geometric mean
nemenyi

Nonparametric multiple comparisons (Nemenyi test)
cmav

Centred moving average
theta

Theta method
xyz

XYZ analysis
seasdummy

Create seasonal dummy variables.
coxstuart

Cox-Stuart test
seasplot

Seasonal plots with simplistic trend/season tests
trendtest

Test a time series for trend
lambdaseq

Generate sequence of lambda for LASSO regression
leadtrail

Remove leading/training zeros/NAs
abcxyz

ABC-XYZ visualisation
decomp

Classical time series decomposition
tsutils

tsutils: Time Series Exploration, Modelling and Forecasting