ltsa: Linear time series analysis

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Version: 1.4.4
Depends: R (≥ 2.1.0)
Published: 2012-12-14
Author: A.I. McLeod, Hao Yu, Zinovi Krougly
Maintainer: A.I. McLeod <aimcleod at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: ltsa citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: ltsa results


Reference manual: ltsa.pdf
Package source: ltsa_1.4.4.tar.gz
MacOS X binary: ltsa_1.4.4.tgz
Windows binary:
Old sources: ltsa archive

Reverse dependencies:

Reverse depends: arfima, FGN, FitAR
Reverse imports: FGN, FitAR