Functions for statistical analysis, modeling and simulation of time
 series with state space model, based on the methodology in Kitagawa
 (2020, ISBN: 978-0-367-18733-0).

Provides a set of tools for descriptive and predictive analysis of time series data. That includes functions for interactive visualization of time series objects and as well utility functions for automation time series forecasting.

Implementation and forecasting univariate time series data using the Support Vector Machine model. Support Vector Machine is one of the prominent machine learning approach for non-linear time series forecasting. For method details see Kim, K. (2003) <doi:10.1016/S0925-2312(03)00372-2>.

Goodness of Fit and Forecast Evaluation Tests for timeseries models. Includes, among others, the Generalized Method of Moments (GMM) Orthogonality Test of Hansen (1982), the Nyblom (1989) parameter constancy test, the sign-bias test of Engle and Ng (1993), and a range of tests for value at risk and expected shortfall evaluation.

Plot official statistics' time series conveniently: automatic
    legends, highlight windows, stacked bar chars with positive and
    negative contributions, sum-as-line option, two y-axes with automatic
    horizontal grids that fit both axes and other popular chart types.
    'tstools' comes with a plethora of defaults to let you plot without
    setting an abundance of parameters first, but gives you the
    flexibility to tweak the defaults. In addition to charts, 'tstools'
    provides a super fast, 'data.table' backed time series I/O that allows
    the user to export / import long format, wide format and transposed
    wide format data to various file types.

Interactive laboratory of Time Series based in Box-Jenkins methodology.

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.