TSF: Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

Version: 0.1.1
Imports: stats, fracdiff, forecast
Published: 2017-07-15
Author: Sandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra
Maintainer: Dr. Ranjit Kumar Paul <ranjitstat at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: TSF results


Reference manual: TSF.pdf
Package source: TSF_0.1.1.tar.gz
Windows binaries: r-devel: TSF_0.1.1.zip, r-release: TSF_0.1.1.zip, r-oldrel: TSF_0.1.1.zip
OS X El Capitan binaries: r-release: TSF_0.1.1.tgz
OS X Mavericks binaries: r-oldrel: TSF_0.1.1.tgz


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