Skip to content
@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.

Pinned Loading

  1. tsmethods Public

    R 3

Repositories

Showing 10 of 19 repositories
  • tsmarch Public

    Feasible Multivariate GARCH Models

    R 7 0 1 0 Updated Mar 24, 2025
  • tsaux Public
    R 1 0 0 0 Updated Mar 10, 2025
  • .github Public
    0 0 0 0 Updated Mar 6, 2025
  • tsarma Public

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

    R 1 0 1 0 Updated Dec 21, 2024
  • tsgarch Public

    GARCH models estimated using autodiff.

    R 13 0 1 0 Updated Dec 12, 2024
  • tsmethods Public
    R 3 0 0 0 Updated Nov 14, 2024
  • tstests Public

    Time Series Tests

    R 5 1 1 0 Updated Nov 14, 2024
  • tsdistributions Public

    Location Scale Invariant Distributions

    R 4 0 0 0 Updated Nov 14, 2024
  • tsgam Public

    Wrapper for generalized additive models (from mgcv)

    R 1 GPL-2.0 0 0 0 Updated May 25, 2023
  • tsdatasets Public
    R 1 0 0 0 Updated Mar 31, 2023
View all repositories

Top languages

Loading…

Most used topics

r finance garch