R: Forecasting for Stationary and Non-Stationary Time Series

# Forecasting for Stationary and Non-Stationary Time Series

## Documentation for package ‘forecastSNSTS’ version 1.3-0

- DESCRIPTION file
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

forecastSNSTS-package | Forecasting of Stationary and Non-Stationary Time Series
acfARp | Compute autocovariances of an AR(p) process
computeMSPEcpp | Mean Squared Prediction Errors, for a single h
f | Compute f(delta) for a tvAR(p) process
forecastSNSTS | Forecasting of Stationary and Non-Stationary Time Series
MAPE | Mean squared or absolute h-step ahead prediction errors
measure-of-accuracy | Mean squared or absolute h-step ahead prediction errors
MSPE | Mean squared or absolute h-step ahead prediction errors
plot.MAPE | Plot a 'MSPE' or 'MAPE' object
plot.measure-of-accuracy | Plot a 'MSPE' or 'MAPE' object
plot.MSPE | Plot a 'MSPE' or 'MAPE' object
predCoef | h-step Prediction coefficients
ts-models-tvARMA | Simulation of an tvARMA(p,q) time series.
tvARMA | Simulation of an tvARMA(p,q) time series.
tvARMAcpp | Workhorse function for tvARMA time series generation