tssim: Simulation of Daily and Monthly Time Series

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

Version: 0.2.7
Depends: R (≥ 3.1.0)
Imports: dsa, forecast, mvtnorm, stats, timeDate, tsbox, utils, xts, zoo
Published: 2024-12-13
DOI: 10.32614/CRAN.package.tssim
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_0.2.7.tar.gz
Windows binaries: r-devel: tssim_0.2.7.zip, r-release: tssim_0.2.7.zip, r-oldrel: tssim_0.2.7.zip
macOS binaries: r-release (arm64): tssim_0.2.7.tgz, r-oldrel (arm64): tssim_0.2.7.tgz, r-release (x86_64): tssim_0.2.7.tgz, r-oldrel (x86_64): tssim_0.2.7.tgz
Old sources: tssim archive

Linking:

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