{
  "_id": "6a102c3facfb0bcc41c92fa3",
  "Package": "forecastSNSTS",
  "Title": "Forecasting for Stationary and Non-Stationary Time Series",
  "Version": "1.2-0.9000",
  "Authors@R": "c(person(\"Tobias\", \"Kley\", email = \"t.kley@lse.ac.uk\", role = c(\"aut\", \"cre\")),\nperson(\"Philip\", \"Preuss\", email = \"philip.preuss@rub.de\", role = c(\"aut\")),\nperson(\"Piotr\", \"Fryzlewicz\", email = \"p.fryzlewicz@lse.ac.uk\", role = c(\"aut\")))",
  "Description": "Methods to compute linear h-step ahead prediction\ncoefficients based on localised and iterated Yule-Walker\nestimates and empirical mean squared and absolute prediction\nerrors for the resulting predictors. Also, functions to compute\nautocovariances for AR(p) processes, to simulate tvARMA(p,q)\ntime series, and to verify an assumption from Kley et al.\n(2017), Preprint\n<http://personal.lse.ac.uk/kley/forecastSNSTS.pdf>.",
  "License": "GPL (>= 2)",
  "URL": "http://github.com/tobiaskley/forecastSNSTS",
  "BugReports": "http://github.com/tobiaskley/forecastSNSTS/issues",
  "Encoding": "UTF-8",
  "Collate": "'RcppExports.R' 'acfARp.R' 'f.R' 'forecastSNSTS-package.R'\n'measure-of-accuracy.R' 'models.R'",
  "RoxygenNote": "6.0.1",
  "Repository": "https://tobiaskley.r-universe.dev",
  "Date/Publication": "2018-02-15 15:35:19 UTC",
  "RemoteUrl": "https://github.com/tobiaskley/forecastsnsts",
  "RemoteRef": "HEAD",
  "RemoteSha": "484fed0c1f146c06e02df72541641fbdc67d7964",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-13 06:17:41 UTC",
    "User": "root"
  },
  "Author": "Tobias Kley [aut, cre],\nPhilip Preuss [aut],\nPiotr Fryzlewicz [aut]",
  "Maintainer": "Tobias Kley <t.kley@lse.ac.uk>",
  "MD5sum": "9cb967a6e857e1037e56c084874c2ecb",
  "_user": "tobiaskley",
  "_type": "src",
  "_file": "forecastSNSTS_1.2-0.9000.tar.gz",
  "_fileid": "cea93c3fe5fb5cb90ce50dc31d10d660c7296c89757a204327cf1574c9513262",
  "_filesize": 253138,
  "_sha256": "cea93c3fe5fb5cb90ce50dc31d10d660c7296c89757a204327cf1574c9513262",
  "_created": "2026-05-13T06:17:41.000Z",
  "_published": "2026-05-22T10:13:19.660Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77359549868,
      "time": 104,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "6962971473"
    },
    {
      "job": 77359549751,
      "time": 113,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "6962975826"
    },
    {
      "job": 77359550201,
      "time": 101,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "6962970937"
    },
    {
      "job": 77359550106,
      "time": 114,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "6962975638"
    },
    {
      "job": 77359550366,
      "time": 149,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "6962977849"
    },
    {
      "job": 77359549915,
      "time": 267,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "6963005181"
    },
    {
      "job": 77359549621,
      "time": 158,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "6962976804"
    },
    {
      "job": 77359549561,
      "time": 263,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "6963004327"
    },
    {
      "job": 77359549127,
      "time": 165,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6962945878"
    },
    {
      "job": 77359549106,
      "time": 103,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7158079774"
    },
    {
      "job": 77359549422,
      "time": 116,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "6962974255"
    },
    {
      "job": 77359549863,
      "time": 93,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "6962968861"
    },
    {
      "job": 77359549791,
      "time": 99,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "6962970204"
    }
  ],
  "_buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/tobiaskley/forecastsnsts",
  "_commit": {
    "id": "484fed0c1f146c06e02df72541641fbdc67d7964",
    "author": "tobiaskley <tobias.kley@ruhr-uni-bochum.de>",
    "committer": "tobiaskley <tobias.kley@ruhr-uni-bochum.de>",
    "message": "Changes to the Travis CI configuration to fix a failing build.",
    "time": 1518708919
  },
  "_maintainer": {
    "name": "Tobias Kley",
    "email": "t.kley@lse.ac.uk"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.2.3",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    }
  ],
  "_owner": "tobiaskley",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 5,
  "_contributors": [
    {
      "user": "tobiaskley",
      "count": 33,
      "uuid": 6964485
    }
  ],
  "_userbio": {
    "uuid": 6964485,
    "type": "user",
    "name": "Tobias Kley"
  },
  "_downloads": {
    "count": 180,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/forecastSNSTS"
  },
  "_devurl": "https://github.com/tobiaskley/forecastsnsts",
  "_searchresults": 9,
  "_topics": [
    "cpp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/forecastSNSTS.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/tobiaskley/forecastsnsts",
  "_realowner": "tobiaskley",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0-0",
      "date": "2016-11-12"
    },
    {
      "version": "1.1-0",
      "date": "2016-11-17"
    },
    {
      "version": "1.1-1",
      "date": "2017-01-20"
    },
    {
      "version": "1.2-0",
      "date": "2017-06-18"
    },
    {
      "version": "1.3-0",
      "date": "2019-09-02"
    }
  ],
  "_exports": [
    "acfARp",
    "f",
    "MSPE",
    "predCoef",
    "tvARMA"
  ],
  "_help": [
    {
      "page": "forecastSNSTS-package",
      "title": "Forecasting of Stationary and Non-Stationary Time Series",
      "topics": [
        "forecastSNSTS-package",
        "forecastSNSTS"
      ]
    },
    {
      "page": "acfARp",
      "title": "Compute autocovariances of an AR(p) process",
      "topics": [
        "acfARp"
      ]
    },
    {
      "page": "computeMSPEcpp",
      "title": "Mean Squared Prediction Errors, for a single h",
      "topics": [
        "computeMSPEcpp"
      ]
    },
    {
      "page": "f",
      "title": "Compute f(delta) for a tvAR(p) process",
      "topics": [
        "f"
      ]
    },
    {
      "page": "measure-of-accuracy",
      "title": "Mean squared or absolute h-step ahead prediction errors",
      "topics": [
        "MAPE",
        "measure-of-accuracy",
        "MSPE"
      ]
    },
    {
      "page": "plot.measure-of-accuracy",
      "title": "Plot a 'MSPE' or 'MAPE' object",
      "topics": [
        "plot.MAPE",
        "plot.measure-of-accuracy",
        "plot.MSPE"
      ]
    },
    {
      "page": "predCoef",
      "title": "h-step Prediction coefficients",
      "topics": [
        "predCoef"
      ]
    },
    {
      "page": "ts-models-tvARMA",
      "title": "Simulation of an tvARMA(p) time series.",
      "topics": [
        "ts-models-tvARMA",
        "tvARMA"
      ]
    },
    {
      "page": "tvARMAcpp",
      "title": "Workhorse function for tvARMA time series generation",
      "topics": [
        "tvARMAcpp"
      ]
    }
  ],
  "_readme": "https://github.com/tobiaskley/forecastsnsts/raw/HEAD/README.md",
  "_rundeps": [
    "Rcpp"
  ],
  "_sysdeps": [
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_score": 3.3979400086720375,
  "_indexed": true,
  "_nocasepkg": "forecastsnsts",
  "_universes": [
    "tobiaskley"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:31.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "facfeda1aae43696da3c8d62d9f4b7a0cb633e70e48ca93638fecc5e0a5e48de",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:43.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "c651dbd34aff15964399a3302508623b744fbbcc9afdf03c94ab50c84c992883",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:30.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "d0d388006a4a2e77ce4e43e4eabe9bac574fb6c75a74263e9c09002eb920f5dd",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:44.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "5a0d858e097f4397ea0b885e36423991b8277dfb95c4ce1f5856dc25abd649f4",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:56.000Z",
      "arch": "aarch64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "c1b86d047d1a5c34969b6d2d3a0cb249d6e81fb6ff250236a1227927c8bc6d2c",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:21:25.000Z",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "38fbe103817d256d7677bb1021f03d3157a8eb7ee07d37fde4e6656fa0e422ac",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:48.000Z",
      "arch": "aarch64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "7e1e974f9eccb77089dee89c5de147177c6fe32be76804f037eb0ed5ce7647c0",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:21:18.000Z",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "123de551db576877e5442244a6dbaf219c7a4c771763c9898a8c0ee7c859e4c6",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:19:10.000Z",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "256d27301038ee847a3f482bb7f2fb6d85b1eeed7bc3bf8ef91c1ebc17703e7a",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:18:54.000Z",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "22cfd80da5c7aab90f987532a3afa8976246c5c97cc8ecd2c794865d55cbe688",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "1.2-0.9000",
      "date": "2026-05-13T06:18:57.000Z",
      "arch": "x86_64",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "ced8240f2f1e93ded602fbcf6c42859a1312a0e0e605ddfd83bb275b39ff4c6c",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.2-0.9000",
      "date": "2026-05-22T10:12:53.000Z",
      "arch": "emscripten",
      "commit": "484fed0c1f146c06e02df72541641fbdc67d7964",
      "fileid": "ce4a7d761a6447c022b98ba8a6b43745acfa432a61eaa41dbda32b5c451ecc6a",
      "status": "success",
      "buildurl": "https://github.com/r-universe/tobiaskley/actions/runs/25781928392"
    }
  ]
}