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@tsmodels tsmodels framework

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    21 repositories

    • tsarma

      Public
      Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.
      arimar
      R
      •0•1•0•0•Updated Dec 21, 2024Dec 21, 2024

    • tsgarch

      Public
      GARCH models estimated using autodiff.
      garchr
      R
      •0•13•0•0•Updated Dec 12, 2024Dec 12, 2024

    • tsmarch

      Public
      Feasible Multivariate GARCH Models
      financetime-serieseconometricsgarchmultivariate-timeseries
      R
      •0•6•0•0•Updated Dec 12, 2024Dec 12, 2024

    • .github

      Public
      0•0•0•0•Updated Nov 14, 2024Nov 14, 2024

    • tsmethods

      Public
      R
      •0•2•0•0•Updated Nov 14, 2024Nov 14, 2024

    • tstests

      Public
      Time Series Tests
      rforecastingstatistical-tests
      R
      •1•5•0•0•Updated Nov 14, 2024Nov 14, 2024

    • tsdistributions

      Public
      Location Scale Invariant Distributions
      financertimeseriesprobability-distributionprobability-distributionsr-packagestatistical-distributionsdistributions
      R
      •0•4•0•0•Updated Nov 14, 2024Nov 14, 2024

    • tssimulator

      Public
      Time Series Simulation
      R
      •
      GNU General Public License v2.0
      •0•0•0•0•Updated Apr 28, 2024Apr 28, 2024

    • tsgam

      Public
      Wrapper for generalized additive models (from mgcv)
      R
      •
      GNU General Public License v2.0
      •0•1•0•0•Updated May 25, 2023May 25, 2023

    • tsaux

      Public
      R
      •
      GNU General Public License v2.0
      •0•1•0•0•Updated May 17, 2023May 17, 2023

    • tsmetrics

      Public
      Model Evaluation and Forecast Metrics
      GNU General Public License v2.0
      •0•0•0•0•Updated Apr 4, 2023Apr 4, 2023

    • tsdatasets

      Public
      R
      •0•1•0•0•Updated Mar 31, 2023Mar 31, 2023

    • tsmodels.github.io

      Public
      0•2•0•0•Updated Oct 13, 2022Oct 13, 2022

    • tsissm

      Public
      R
      •
      GNU General Public License v2.0
      •0•2•0•0•Updated Oct 13, 2022Oct 13, 2022

    • tsets

      Public
      R
      •
      GNU General Public License v2.0
      •0•2•0•0•Updated Oct 7, 2022Oct 7, 2022

    • tsvetsad

      Public
      VETS model estimation using autodiff
      C++
      •
      GNU General Public License v2.0
      •0•0•0•0•Updated Jul 4, 2022Jul 4, 2022

    • tsissmad

      Public
      ISSM model estimation using autodiff
      R
      •
      GNU General Public License v2.0
      •0•0•0•0•Updated Jun 21, 2022Jun 21, 2022

    • tsforeign

      Public
      R
      •
      GNU General Public License v2.0
      •0•2•0•0•Updated Jun 21, 2022Jun 21, 2022

    • tsvets

      Public
      R
      •
      GNU General Public License v2.0
      •0•1•0•0•Updated Jun 12, 2022Jun 12, 2022

    • tsetsad

      Public
      ETS model estimation using autodiff
      R
      •
      GNU General Public License v2.0
      •0•2•0•0•Updated Jun 11, 2022Jun 11, 2022

    • tscausal

      Public
      Time Series Causal Analysis
      R
      •
      Apache License 2.0
      •0•1•0•0•Updated Dec 29, 2020Dec 29, 2020