R Development Page
Contributed R Packages
Below is a list of all packages provided by project VBV - time series decomosition with VBV.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Packages
| vbv | Time series decomposition with VBV (Verallgemeinertes Berliner Verfahren) | |||||||||
| vbv implements the VBV as described in the upcoming article "Decomposition of Time Series using the Generalised Berlin Method (VBV)" by Hebbel and Steuer, to be published in Jan Beran, Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and Financial Research - Theory, Methods and Practice, Festschrift in Honour of Prof. Siegfried Heiler. Series: Advanced Studies in Theoretical and Applied Econometrics. Springer 2014, p. 9-40. VBV is a method to decompose a time series using penalized splines. Both methods, static estimation and moving estimation are implemented. | ||||||||||
| Version: 0.5 | Last change: 2013-12-17 10:52:07+01 | Rev.: 9 | ||||||||||
Download:
 (.tar.gz) |
 (.zip) |
Build status: Current | ||||||||||
R install command:
install.packages("vbv", repos="http://R-Forge.R-project.org") | ||||||||||
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Build status codes
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