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rjd3sts - State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
Last updated
openjdk
3.30 score 3 stars 33 scriptsrjd3stl - R Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
Last updated
openjdk
2.78 score 1 stars 7 scripts