# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "forecastSNSTS" in publications use:' type: software license: GPL-2.0-or-later title: 'forecastSNSTS: Forecasting for Stationary and Non-Stationary Time Series' version: 1.3-0 doi: 10.32614/CRAN.package.forecastSNSTS abstract: Methods to compute linear h-step ahead prediction coefficients based on localised and iterated Yule-Walker estimates and empirical mean squared and absolute prediction errors for the resulting predictors. Also, functions to compute autocovariances for AR(p) processes, to simulate tvARMA(p,q) time series, and to verify an assumption from Kley et al. (2019), Electronic of Statistics, forthcoming. Preprint . authors: - family-names: Kley given-names: Tobias email: tobias.kley@bristol.ac.uk - family-names: Preuss given-names: Philip email: philip.preuss@rub.de - family-names: Fryzlewicz given-names: Piotr email: p.fryzlewicz@lse.ac.uk repository: https://cranhaven.r-universe.dev repository-code: http://github.com/tobiaskley/forecastSNSTS commit: 1f77791c7c1d3c93fb6a7d9df2e5f4868a01eb7a url: http://github.com/tobiaskley/forecastSNSTS date-released: '2026-05-08' contact: - family-names: Kley given-names: Tobias email: tobias.kley@bristol.ac.uk