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esemifar 2.0.1
- a bug in the predict-method was fixed that did not implement the constant extrapolation of the trend for
trend_extrap = "constant"
.
- a minor bug in the handling of the residual mean when forecasting was corrected.
- the README was updated to show examples for the new forecasting approach.
- the main literature in the manual was updated to the by now officially published paper.
- a link to the package ‘RcppArmadillo’ was removed in the manual, as it caused a NOTE on some operating systems.
esemifar 2.0.0
- predict-method added for output of ‘tsmoothlm()’ that allows for point and interval forecasts (under normality or via bootstrap) based on ESEMIFAR models.
- plot functionality updated to allow for plot selection via function argument in addition to the interactive console selection.
- functions added to obtain coefficients of different representations of ARMA and FARIMA models: infinite-order AR representation (‘arma_to_ar()’ / ‘farima_to_ar()’), infinite-order MA representation (‘arma_to_ma()’ / ‘farima_to_ma()’), and the infinite coefficient series according to a fractional differencing operator (‘d_to_coef()’).
esemifar 1.0.1
- implemented a S3 method which extracts fitted values from an ‘esemifar’ class object.
- implemented a S3 method which extracts residuals from an ‘esemifar’ class object.
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.