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

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Development repository for the tsutils package for R. Stable version can be found at: https://cran.r-project.org/package=tsutils

Installing

To install the development version use:

if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/tsutils")

Otherwise, install the stable version from CRAN:

install.packages("tsutils")

Functionality

The tsutils package provides functions to support various aspects of time series and forecasting modelling. In particular this package 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” tools, such as treating time series for trailing and leading values.

Time series exploration:

Time series modelling:

Hierarchical time series:

Forecasting process modelling:

Quality of life:

Time series data:

Authors & contributors

References

References are provided where necessary at the help file of each function. The overall modelling philosophy is reflected in:

Ord K., Fildes R., Kourentzes N. (2017) Principles of Business Forecasting, 2e. Wessex Press Publishing Co.

License

This project is licensed under the GPL3 License

Happy forecasting!

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.