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

Linking:

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