stlARIMA

STL Decomposition and ARIMA Hybrid Forecasting Model

CRAN Package

Univariate time series forecasting with STL decomposition based auto regressive integrated moving average (ARIMA) hybrid model. For method details see Xiong T, Li C, Bao Y (2018). .

  • Version0.1.0
  • R version≥ 2.10
  • LicenseGPL-3
  • Needs compilation?No
  • Last release08/16/2021

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  • Depends1 package
  • Imports1 package