https://github.com/szcf-weiya/weiyatsa

The code for time series analysis.
https://github.com/szcf-weiya/weiyatsa

r tsa

Last synced: 13 days ago
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The code for time series analysis.

• Host: GitHub
• URL: https://github.com/szcf-weiya/weiyatsa
• Owner: szcf-weiya
• Created: 2017-03-06T14:53:39.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2018-01-05T15:58:14.000Z (over 8 years ago)
• Last Synced: 2025-12-25T16:18:34.985Z (6 months ago)
• Topics: r, tsa
• Language: R
• Size: 221 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# weiyaTSA

[![Build Status](https://travis-ci.org/szcf-weiya/weiyaTSA.svg?branch=master)](https://travis-ci.org/szcf-weiya/weiyaTSA)

Implement some algorithms in [《应用时间序列分析》（何书元）](https://www.amazon.cn/s?ie=UTF8&search-type=ss&index=books&field-keywords=%D3%A6%D3%C3%CA%B1%BC%E4%D0%F2%C1%D0%B7%D6%CE%F6%20%BA%CE%CA%E9%D4%AA&tag=baiduiclickcn-23&ref=pz_ic_Book_N_161125_787)。

For example, given auto-covariance function, we can determine the coefficients of ARMA model.

To install the latest development version from github:

```

devtools::install_github('szcf-weiya/weiyaTSA')

```