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tsutils

Time Series Exploration, Modelling and Forecasting

v0.9.4 · Nov 14, 2023 · GPL-3

Description

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (8)

Dependency Network

Dependencies Reverse dependencies RColorBrewer forecast MAPA plotrix AncReg CimpleG ICompELM TSLSTM WaveST WaveletRF WaveletSVR nnfor tsutils

Version History

new 0.9.4 Mar 10, 2026
updated 0.9.4 ← 0.9.3 diff Nov 14, 2023
updated 0.9.3 ← 0.9.2 diff Jul 4, 2022
updated 0.9.2 ← 0.9.0 diff Feb 5, 2020
new 0.9.0 Jan 10, 2019