Forecasting for Stationary and Non-Stationary Time Series

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Documentation for package ‘forecastSNSTS’ version 1.2-0

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forecastSNSTS-package Forecasting of Stationary and Non-Stationary Time Series
acfARp Compute autocovariances of an AR(p) process
f Compute f(delta) for a tvAR(p) process
forecastSNSTS Forecasting of Stationary and Non-Stationary Time Series
MAPE Mean squared or absolute h-step ahead prediction errors
measure-of-accuracy Mean squared or absolute h-step ahead prediction errors
MSPE Mean squared or absolute h-step ahead prediction errors
plot.MAPE Plot a 'MSPE' or 'MAPE' object
plot.measure-of-accuracy Plot a 'MSPE' or 'MAPE' object
plot.MSPE Plot a 'MSPE' or 'MAPE' object
predCoef h-step Prediction coefficients
ts-models-tvARMA Simulation of an tvARMA(p) time series.
tvARMA Simulation of an tvARMA(p) time series.