Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.
Maintainer: Nikolaos Kourentzes nikolaos@kourentzes.com
Other contributors:
Ivan Svetunkov ivan@svetunkov.ru [contributor]
Oliver Schaer info@oliverschaer.ch [contributor]
Useful links: