tssim0.1.7 package

Simulation of Daily and Monthly Time Series

dot-stretch_re

Use time warping to reduce the number of observations in a month

sim_calendar

Simulate calendar effects

sim_daily

Simulate a daily seasonal series

sim_monthly

Simulate a monthly seasonal series

sim_outlier

Simulate an outlier

sim_sfac

Simulate a seasonal factor

Download source packageRead PDF manual

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>.

  • Maintainer: Daniel Ollech
  • License: GPL-3
  • Last published: 2021-06-25