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@tsmodels

tsmodels framework

A framework for time series forecasting models
README.md

Time Series Models in R

A set of packages for time series modeling and forecasting based on unified methods and classes.

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  1. tsmethods tsmethods Public

    R 2

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Showing 10 of 21 repositories
  • tsarma Public

    Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.

    tsmodels/tsarma’s past year of commit activity
    R 1 0 0 0 Updated Dec 21, 2024
  • tsgarch Public

    GARCH models estimated using autodiff.

    tsmodels/tsgarch’s past year of commit activity
    R 13 0 0 0 Updated Dec 12, 2024
  • tsmarch Public

    Feasible Multivariate GARCH Models

    tsmodels/tsmarch’s past year of commit activity
    R 5 0 0 0 Updated Dec 12, 2024
  • .github Public
    tsmodels/.github’s past year of commit activity
    0 0 0 0 Updated Nov 14, 2024
  • tsmethods Public
    tsmodels/tsmethods’s past year of commit activity
    R 2 0 0 0 Updated Nov 14, 2024
  • tstests Public

    Time Series Tests

    tsmodels/tstests’s past year of commit activity
    R 5 1 0 0 Updated Nov 14, 2024
  • tsdistributions Public

    Location Scale Invariant Distributions

    tsmodels/tsdistributions’s past year of commit activity
    R 4 0 0 0 Updated Nov 14, 2024
  • tssimulator Public

    Time Series Simulation

    tsmodels/tssimulator’s past year of commit activity
    R 0 GPL-2.0 0 0 0 Updated Apr 28, 2024
  • tsgam Public

    Wrapper for generalized additive models (from mgcv)

    tsmodels/tsgam’s past year of commit activity
    R 1 GPL-2.0 0 0 0 Updated May 25, 2023
  • tsaux Public
    tsmodels/tsaux’s past year of commit activity
    R 1 GPL-2.0 0 0 0 Updated May 17, 2023
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