itsmr: Time Series Analysis Using the Innovations Algorithm

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <>.

Version: 1.10
Published: 2022-08-06
DOI: 10.32614/CRAN.package.itsmr
Author: George Weigt
Maintainer: George Weigt <g808391 at>
License: FreeBSD
NeedsCompilation: no
In views: TimeSeries
CRAN checks: itsmr results


Reference manual: itsmr.pdf


Package source: itsmr_1.10.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): itsmr_1.10.tgz, r-oldrel (arm64): itsmr_1.10.tgz, r-release (x86_64): itsmr_1.10.tgz, r-oldrel (x86_64): itsmr_1.10.tgz
Old sources: itsmr archive


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