ltsa: Linear Time Series Analysis

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Version: 1.4.6
Depends: R (≥ 2.1.0)
Published: 2015-12-21
DOI: 10.32614/CRAN.package.ltsa
Author: A.I. McLeod, Hao Yu, Zinovi Krougly
Maintainer: A.I. McLeod <aimcleod at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: ltsa citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: ltsa results


Reference manual: ltsa.pdf


Package source: ltsa_1.4.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ltsa_1.4.6.tgz, r-oldrel (arm64): ltsa_1.4.6.tgz, r-release (x86_64): ltsa_1.4.6.tgz, r-oldrel (x86_64): ltsa_1.4.6.tgz
Old sources: ltsa archive

Reverse dependencies:

Reverse depends: arfima
Reverse imports: artfima, beyondWhittle, ConfZIC, garma, gmwmx, sarima, slm, tscopula, tscount
Reverse suggests: HKprocess


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