tsmodels framework

A framework for time series forecasting models

README.md

Time Series Models in R

A set of packages for time series modeling and forecasting based on unified methods and classes.

Old website: https://tsmodels.github.io (inactive and will be deprecated once all vignettes transitioned to new website)
New website: https://nopredict.com (active)

Type Language Sort

tsissm Public

tsmodels/tsissm's past year of commit activity

R 3 0 1 0 Updated Jul 4, 2026
tsgarch Public
GARCH models estimated using autodiff.

tsmodels/tsgarch's past year of commit activity

R 20 1 1 0 Updated May 23, 2026
tstests Public
Time Series Tests

tsmodels/tstests's past year of commit activity

R 5 1 0 0 Updated Mar 14, 2026
tsmarch Public
Feasible Multivariate GARCH Models

tsmodels/tsmarch's past year of commit activity

R 12 1 2 0 Updated Mar 14, 2026
tsdistributions Public
Location Scale Invariant Distributions

tsmodels/tsdistributions's past year of commit activity

R 4 0 2 0 Updated Mar 14, 2026
tsmethods Public

tsmodels/tsmethods's past year of commit activity

R 3 0 0 0 Updated Feb 14, 2026
.github Public

tsmodels/.github's past year of commit activity

0 0 0 0 Updated May 8, 2025
tsaux Public

tsmodels/tsaux's past year of commit activity

R 1 0 0 0 Updated Apr 14, 2025
tsarma Public
Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.

tsmodels/tsarma's past year of commit activity

R 1 0 1 0 Updated Dec 21, 2024
tsgam Public
Wrapper for generalized additive models (from mgcv)

tsmodels/tsgam's past year of commit activity

R 1 GPL-2.0 0 0 0 Updated May 25, 2023

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