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TSF: Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

Version: 0.1.1
Imports: stats, fracdiff, forecast
Published: 2017-07-15
DOI: 10.32614/CRAN.package.TSF
Author: Sandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: TSF results

Documentation:

Reference manual: TSF.pdf

Downloads:

Package source: TSF_0.1.1.tar.gz
Windows binaries: r-devel: TSF_0.1.1.zip, r-release: TSF_0.1.1.zip, r-oldrel: TSF_0.1.1.zip
macOS binaries: r-release (arm64): TSF_0.1.1.tgz, r-oldrel (arm64): TSF_0.1.1.tgz, r-release (x86_64): TSF_0.1.1.tgz, r-oldrel (x86_64): TSF_0.1.1.tgz

Linking:

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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.