# legion

The package *legion* implements several multivariate models for purposes of forecasting.

Here is the list of the included functions:

- ves - Vector Exponential Smoothing.
- vets - Vector ETS with PIC taxonomy.
- auto.vets - Automatic selection of restrictions for VETS.
- sim.ves - simulates data from VES.
- oves - occurrence state space vector exponential smoothing model.

Available methods:

- AIC, BIC, AICc, BICc;
- coefficients;
- fitted;
- forecast;
- actuals;
- logLik;
- modelType - type of the estimated model;
- nobs;
- nparam - number of the estimated parameters in the model;
- nvariate - number of series in the model;
- residuals - the residuals of the model (et in case of additive and log(1+et) for the multiplicative ones);
- rstandard, rstudent - standardised and studentised residuals;
- outlierdummy - extracts outliers in the model and creates dummy variables for them;
- plot - produces several plots for diagnostics purposes. See the documentation for plot.legion();
- print;
- sigma;
- simulate;
- summary;

## Installation

A recent, development version, is available via github and can be installed using “devtools” in R. First, make sure that you have devtools: > if (!require(“devtools”)){install.packages(“devtools”)}

and after that run: > devtools::install_github(“config-i1/legion”)