NEWS
forecastSNSTS 1.2-0 (2017-06-18)
- Added MAPE function.
- Added parameters trimLo and trimUp to MSPE function.
forecastSNSTS 1.1-1 (2017-01-20)
- Fixed a small bug in function f and corresponding example.
forecastSNSTS 1.1-0 (2016-11-17)
- Added function acfARp to compute autocovariances of AR(p) processes.
- Added function f that can be used to verify assumption (10) from
Theorem 3.1 in Kley et al. (2016).
forecastSNSTS 1.0-0 (2016-11-12)
- two functions to compute linear prediction coefficients and mean squared
prediction errors.
- demo on how to analyse, using a simulated tvARMA(1,1) time series