R packages

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  • tsdecomp Decomposition of Time Series Data  
  • tsoutliers Detection of Outliers in Time Series  
  • bsm.airp Fit the Basic Structural Model to the Airline Passengers Data
  • stsm.em Expectation-Maximization Algorithm for Structural Time Series Models
  • temper Functions for the Analysis of Temperature Trends in Alaska
  • stsm Structural Time Series Models
  • stsm.class Class and Methods for Structural Time Series Models
  • KFKSDS Kalman Filter, Kalman Smoother and Disturbance Smoother
  • meboot Maximum Entropy Bootstrap for Time Series
  • partsm Periodic Autoregressive Time Series Models
  • uroot Unit Root Tests for Seasonal Time Series