tsmodels framework

All

19 repositories

tsaux
Public
R
•0•1•0•0•Updated Mar 10, 2025Mar 10, 2025
.github
Public
0•0•0•0•Updated Mar 6, 2025Mar 6, 2025
tsarma
Public
Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.
arima r
R
•0•1•1•0•Updated Dec 21, 2024Dec 21, 2024
tsgarch
Public
GARCH models estimated using autodiff.
garch r
R
•0•13•1•0•Updated Dec 12, 2024Dec 12, 2024
tsmarch
Public
Feasible Multivariate GARCH Models
finance time-series econometrics garch multivariate-timeseries
R
•0•6•1•0•Updated Dec 12, 2024Dec 12, 2024
tsmethods
Public
R
•0•3•0•0•Updated Nov 14, 2024Nov 14, 2024
tstests
Public
Time Series Tests
r forecasting statistical-tests
R
•1•5•1•0•Updated Nov 14, 2024Nov 14, 2024
tsdistributions
Public
Location Scale Invariant Distributions
finance r timeseries probability-distribution probability-distributions r-package statistical-distributions distributions
R
•0•4•0•0•Updated Nov 14, 2024Nov 14, 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
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