Description
Time Series Analysis and Forecasting Using Complex Variables.
Description
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
README.md
complex package for R
Time series analysis and forecasting using complex variables
The package includes basic instruments for correlation and regression analysis of complex-valued variables. The package supports the monograph by Svetunkov & Svetunkov "Complex-valued Econometrics with Examples in R", which is to be published by Springer in 2024.
Installation
Stable version can be installed from CRAN:
install.packages("complex")
For installation from github use the remotes package:
if (!require("remotes")){install.packages("remotes")}
remotes::install_github("config-i1/complex")