Development repository for the tsutils package for R. Stable version can be found at: https://cran.r-project.org/package=tsutils

To install the development version use:
if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/tsutils")
Otherwise, install the stable version from CRAN:
install.packages("tsutils")
The tsutils package provides functions to support various aspects of time series and forecasting modelling. In particular this package includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) “quality of life” tools, such as treating time series for trailing and leading values.
cmav: centred moving average.coxstuart: Cox-Stuart test for
location/dispersion.decomp: classical time series decomposition.seasplot: construct seasonal plots.trendtest: test a time series for trend.getOptK: optimal temporal aggregation level for AR(1),
MA(1), ARMA(1,1).lagmatrix: create leads/lags of variable.residout: construct control chart of residuals.seasdummy: create seasonal dummies.theta: Theta method.Sthief: temporal hierarchy S matrix.plotSthief: plot temporal hierarchy S matrix.abc: ABC analysis.xyz: XYZ analysis.abcxyz: ABC-XYZ analyses visualisation.geomean: geometric mean.lambdaseq: generate sequence of lambda for LASSO
regression.leadtrail: remove leading/training zeros/NAs.wins: winsorisation, including vectorised versions
colWins and rowWins.referrals: A&E monthly referrals.References are provided where necessary at the help file of each function. The overall modelling philosophy is reflected in:
Ord K., Fildes R., Kourentzes N. (2017) Principles of Business Forecasting, 2e. Wessex Press Publishing Co.
This project is licensed under the GPL3 License
Happy forecasting!