The Time Series Tools (
simts) R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models. Its original purpose was to be a support to the online textbook “Applied Time Series Analysis with R” but can obviously be used for time series analysis in general. More specifically, the package provides tools with the following features:
To understand the usage of the
simts package, please refer to the “Vignettes” tab above.
simts package is available on both CRAN and GitHub. The CRAN version is considered stable while the GitHub version is subject to modifications/updates which may lead to installation problems or broken functions. You can install the stable version of the
simts package with:
For users who are interested in having the latest developments, the GitHub version is ideal although more dependencies are required to run a stable version of the package. Most importantly, users must have a (C++) compiler installed on their machine that is compatible with R (e.g. Clang).
# Install dependencies install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown")) # Install the package from GitHub without Vignettes/User Guides devtools::install_github("SMAC-Group/simts") # Install the package with Vignettes/User Guides devtools::install_github("SMAC-Group/simts", build_vignettes = TRUE)
The setup to obtain the development version of
simts is platform dependent.