ITSMR is an R package for analyzing and forecasting univariate time series data. The intended audience is students using the textbook Introduction to Time Series and Forecasting by Peter J. Brockwell and Richard A. Davis. The textbook includes a student version of the Windows-based program ITSM (Interactive Time Series Modeling). ITSMR provides a subset of the functionality found in ITSM.

itsmr-refman.pdf

arar-algorithm.pdf