tssim: Simulation of Daily and Monthly Time Series

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Algorithm described in Ollech, D. (2021) <doi:10.1515/jtse-2020-0028>.

Version: 0.1.7
Depends: R (≥ 3.1.0)
Imports: utils, xts, zoo, timeDate, stats, dsa, tsbox
Published: 2021-06-25
Author: Daniel Ollech [aut, cre]
Maintainer: Daniel Ollech <daniel.ollech at bundesbank.de>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: tssim results

Documentation:

Reference manual: tssim.pdf

Downloads:

Package source: tssim_0.1.7.tar.gz
Windows binaries: r-devel: tssim_0.1.7.zip, r-release: tssim_0.1.7.zip, r-oldrel: tssim_0.1.7.zip
macOS binaries: r-release (arm64): tssim_0.1.7.tgz, r-oldrel (arm64): tssim_0.1.7.tgz, r-release (x86_64): tssim_0.1.7.tgz, r-oldrel (x86_64): tssim_0.1.7.tgz

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