I just submitted a new, majorly improved ForeCA R package to CRAN. Motivated by a bug report on whiten()
I went ahead and rewrote and tested lots of the main functions in the package; now ForeCA is as shiny as never before.
For R users there isn’t a lot that will change (changelog): just use it as usual as foreca(X)
, where X
is your multivariate (approximately) stationary time series (as a matrix
, data.frame
, or ts
object in R).
library(ForeCA)
ret <- ts(diff(log(EuStockMarkets)) * 100)
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mod
summary(mod)
plot(mod)
I will add a vignette in upcoming versions.