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. <http://www.springer.com/us/book/9781475777505>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

hr function

<dl><dt>x</dt>
<dd>Time series data</dd><dt>d</dt>
<dd>Vector of harmonic periods</dd></dl>

Arguments

Estimate harmonic components — hr

<dl>

<dt>x</dt>
<dd>Time series data</dd>

<dt>d</dt>
<dd>Vector of harmonic periods</dd>

</dl>

hr: Estimate harmonic components

Description

Usage

Value

Arguments

Examples