Basic Singular Spectrum Analysis and forecasting with R

Singular Spectrum Analysis (SSA) is a powerful tool of analysis and forecasting of time series. The main features of the Rssa package, which efficiently implements the SSA algorithms and methodology in R, are described. Analysis, forecasting and parameter estimation are demonstrated using case studies. These studies are supplemented with accompanying code fragments.

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Year of publication:	2014
Authors:	Golyandina, Nina ; Korobeynikov, Anton
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 71.2014, C, p. 934-954
Publisher:	Elsevier
Subject:	Singular Spectrum Analysis \| Time series \| Time series analysis \| Forecasting \| Frequency estimation \| R package

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010719666