[R] time series functions?
pgilbert at bank-banque-canada.ca
Thu Mar 11 15:48:03 CET 1999
>i can not seem to find any R functions on standard time
>series analysis, e.g. exp. smoothing, ARIMA modeling.
My DSE library is available in the development area of CRAN and at my web site
<http://www.bank-banque-canada.ca/pgilbert>. The library has a broad range of
multivariate ARIMA and state-space modelling tools (but not exp. smoothing and
it is a bit weak on the integration part of ARIMA models.) The documentation is
also all available at the web site, so you can get some idea if it does what you
want before you load it. If you are using a recent version of R please get DSE
from my web site, as the installation procedures in the version on CRAN are for
older versions of R.
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