Forecasting for Stationary and Non-Stationary Time Series

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Documentation for package ‘forecastSNSTS’ version 1.3-0

• DESCRIPTION file.
• Code demos. Use demo() to run them.
• Package NEWS.

Help Pages

forecastSNSTS-package	Forecasting of Stationary and Non-Stationary Time Series
acfARp	Compute autocovariances of an AR(p) process
computeMSPEcpp	Mean Squared Prediction Errors, for a single h
f	Compute f(delta) for a tvAR(p) process
forecastSNSTS	Forecasting of Stationary and Non-Stationary Time Series
MAPE	Mean squared or absolute h-step ahead prediction errors
measure-of-accuracy	Mean squared or absolute h-step ahead prediction errors
MSPE	Mean squared or absolute h-step ahead prediction errors
plot.MAPE	Plot a 'MSPE' or 'MAPE' object
plot.measure-of-accuracy	Plot a 'MSPE' or 'MAPE' object
plot.MSPE	Plot a 'MSPE' or 'MAPE' object
predCoef	h-step Prediction coefficients
ts-models-tvARMA	Simulation of an tvARMA(p,q) time series.
tvARMA	Simulation of an tvARMA(p,q) time series.
tvARMAcpp	Workhorse function for tvARMA time series generation