VBV - time series decomosition with VBV: Project Home – R-Forge

This small package implements a numerically stable decomposition of a time series
with VBV (Verallgemeinertes Berliner Verfahren, generalized Berlin method).

At the moment it just implements the mathematics, not special time series aspects.

• Development Status : 4 - Beta
• License : OSI Approved : GNU General Public License (GPL)
• Operating System : OS Independent
• Programming Language : R
• Topic : Econometrics : Time Series Modelling

Registered: 2013-09-13 08:47
Activity Ranking: 0
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