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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.html ,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:

Please use the canonical formhttps://CRAN.R-project.org/package=tssimto link to this page.


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