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The Time Series Tools (simts) R package provides a series of tools tosimulate, plot, estimate, select and forecast different time seriesmodels. Its original purpose was to be a support to the online textbook“Applied Time Series Analysis withR” but can obviously be used for timeseries analysis in general. More specifically, the package providestools with the following features:

• Simulation of time series from SARIMA models to various state-spacemodels that can be expressed as latent time series processes.
• Visualization of time series data with user specifications.
• Specific simulation and visualization tools for latent time seriesmodels.
• Easy-to-use functions to estimate and infer on the parameters of timeseries models through different methods (standard and robust).
• Diagnostic and statistical tools to assess goodness of fit and selectthe best model for the data.
• Estimating and plotting tools to deliver point forecasts andconfidence intervals.

To understand the usage of thesimts package, please refer to the“Vignettes” tab above.

Thesimts package is available on both CRAN and GitHub. The CRANversion is considered stable while the GitHub version is subject tomodifications/updates which may lead to installation problems or brokenfunctions. You can install the stable version of thesimts packagewith:

install.packages("simts")

For users who are interested in having the latest developments, theGitHub version is ideal although more dependencies are required to run astable version of the package. Most importantly, usersmust have a(C++) compiler installed on their machine that is compatible with R(e.g. Clang).

# Install dependenciesinstall.packages(c("RcppArmadillo","devtools","knitr","rmarkdown"))# Install the package from GitHub without Vignettes/User Guidesdevtools::install_github("SMAC-Group/simts")# Install the package with Vignettes/User Guidesdevtools::install_github("SMAC-Group/simts",build_vignettes=TRUE)

The setup to obtain the development version ofsimts is platformdependent.

The license this source code is released under is the GNU AFFERO GENERALPUBLIC LICENSE (AGPL) v3.0. Please see the LICENSE file for full text.Otherwise, please seeherewhich will provide a synopsis of the restrictions placed upon the code.