ECTSVR: Error Correction Term Based Support Vector Regression for Time Series

The cointegration based support vector regression model is a combination of error correction model and support vector regression. This hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the support vector regression mode. Implements the models with multiple kernel functions (linear, polynomial, radial, sigmoid) for time series forecasting. Includes stationarity tests, Johansen cointegration, and comprehensive model evaluation.

Version: 0.2.0
Depends: R (≥ 3.5.0)
Imports: urca, tseries, e1071, caret, Metrics, knitr, stats, graphics
Suggests: rmarkdown, testthat
Published: 2026-11-12
DOI: 10.32614/CRAN.package.ECTSVR
Author: Pankaj Das ORCID iD [aut, cre]
Maintainer: Pankaj Das <pankaj.iasri at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: ECTSVR results

Documentation:

Reference manual: ECTSVR.html , ECTSVR.pdf
Vignettes: Introduction to ECTSVR (source, R code)

Downloads:

Package source: ECTSVR_0.2.0.tar.gz
Windows binaries: r-devel: ECTSVR_0.1.0.zip, r-release: ECTSVR_0.1.0.zip, r-oldrel: ECTSVR_0.1.0.zip
macOS binaries: r-release (arm64): ECTSVR_0.2.0.tgz, r-oldrel (arm64): ECTSVR_0.2.0.tgz, r-release (x86_64): ECTSVR_0.2.0.tgz, r-oldrel (x86_64): ECTSVR_0.2.0.tgz
Old sources: ECTSVR archive

Linking:

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