{
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  "Package": "itsmr",
  "Type": "Package",
  "Title": "Time Series Analysis Using the Innovations Algorithm",
  "Version": "1.11",
  "Date": "2025-05-15",
  "Authors@R": "person(given = \"George\",family = \"Weigt\",role = c(\"aut\", \"cre\"),email = \"9634295@gmail.com\")",
  "Maintainer": "George Weigt <9634295@gmail.com>",
  "Description": "Provides functions for modeling and forecasting time\nseries data. Forecasting is based on the innovations algorithm.\nA description of the innovations algorithm can be found in the\ntextbook \"Introduction to Time Series and Forecasting\" by Peter\nJ. Brockwell and Richard A. Davis.",
  "License": "FreeBSD",
  "LazyLoad": "yes",
  "NeedsCompilation": "no",
  "URL": "https://georgeweigt.github.io/itsmr-refman.pdf",
  "Packaged": {
    "Date": "2026-05-12 05:18:55 UTC",
    "User": "root"
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  "Author": "George Weigt [aut, cre]",
  "Repository": "https://georgeweigt.r-universe.dev",
  "Date/Publication": "2025-05-16 08:50:17 UTC",
  "RemoteUrl": "https://github.com/cran/itsmr",
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    "author": "George Weigt <9634295@gmail.com>",
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    "email": "9634295@gmail.com",
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  "_selfowned": true,
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    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/itsmr"
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  "_assets": [
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    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/itsmr.html",
    "manual.pdf"
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  "_realowner": "georgeweigt",
  "_cranurl": false,
  "_releases": [
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      "version": "1.0",
      "date": "2011-06-15"
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    {
      "version": "1.1",
      "date": "2011-07-23"
    },
    {
      "version": "1.3",
      "date": "2011-09-07"
    },
    {
      "version": "1.4",
      "date": "2011-09-14"
    },
    {
      "version": "1.5",
      "date": "2011-11-13"
    },
    {
      "version": "1.6",
      "date": "2017-10-29"
    },
    {
      "version": "1.7",
      "date": "2017-11-05"
    },
    {
      "version": "1.8",
      "date": "2018-01-21"
    },
    {
      "version": "1.9",
      "date": "2018-09-10"
    },
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      "date": "2022-08-06"
    },
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      "date": "2025-05-16"
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    "check",
    "deaths",
    "dowj",
    "forecast",
    "hannan",
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    "lake",
    "ma.inf",
    "periodogram",
    "plota",
    "plotc",
    "plots",
    "Resid",
    "season",
    "selftest",
    "sim",
    "smooth.exp",
    "smooth.fft",
    "smooth.ma",
    "smooth.rank",
    "specify",
    "strikes",
    "Sunspots",
    "test",
    "trend",
    "wine",
    "yw"
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  "_help": [
    {
      "page": "itsmr-package",
      "title": "Time Series Analysis Using the Innovations Algorithm",
      "topics": [
        "itsmr-package",
        "itsmr"
      ]
    },
    {
      "page": "aacvf",
      "title": "Autocovariance of ARMA model",
      "topics": [
        "aacvf"
      ]
    },
    {
      "page": "acvf",
      "title": "Autocovariance of data",
      "topics": [
        "acvf"
      ]
    },
    {
      "page": "airpass",
      "title": "Number of international airline passengers, 1949 to 1960",
      "topics": [
        "airpass"
      ]
    },
    {
      "page": "ar.inf",
      "title": "Compute AR infinity coefficients",
      "topics": [
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      ]
    },
    {
      "page": "arar",
      "title": "Forecast using ARAR algorithm",
      "topics": [
        "arar"
      ]
    },
    {
      "page": "arma",
      "title": "Estimate ARMA model coefficients using maximum likelihood",
      "topics": [
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      ]
    },
    {
      "page": "autofit",
      "title": "Find the best model from a range of possible ARMA models",
      "topics": [
        "autofit"
      ]
    },
    {
      "page": "burg",
      "title": "Estimate AR coefficients using the Burg method",
      "topics": [
        "burg"
      ]
    },
    {
      "page": "check",
      "title": "Check for causality and invertibility",
      "topics": [
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      ]
    },
    {
      "page": "deaths",
      "title": "USA accidental deaths, 1973 to 1978",
      "topics": [
        "deaths"
      ]
    },
    {
      "page": "dowj",
      "title": "Dow Jones utilities index, August 28 to December 18, 1972",
      "topics": [
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      ]
    },
    {
      "page": "forecast",
      "title": "Forecast future values",
      "topics": [
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      ]
    },
    {
      "page": "hannan",
      "title": "Estimate ARMA coefficients using the Hannan-Rissanen algorithm",
      "topics": [
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      ]
    },
    {
      "page": "hr",
      "title": "Estimate harmonic components",
      "topics": [
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      ]
    },
    {
      "page": "ia",
      "title": "Estimate MA coefficients using the innovations algorithm",
      "topics": [
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      ]
    },
    {
      "page": "lake",
      "title": "Level of Lake Huron, 1875 to 1972",
      "topics": [
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      ]
    },
    {
      "page": "ma.inf",
      "title": "Compute MA infinity coefficients",
      "topics": [
        "ma.inf"
      ]
    },
    {
      "page": "periodogram",
      "title": "Plot a periodogram",
      "topics": [
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      ]
    },
    {
      "page": "plota",
      "title": "Plot data and/or model ACF and PACF",
      "topics": [
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      ]
    },
    {
      "page": "plotc",
      "title": "Plot one or two time series",
      "topics": [
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      ]
    },
    {
      "page": "plots",
      "title": "Plot spectrum of data or ARMA model",
      "topics": [
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      ]
    },
    {
      "page": "Resid",
      "title": "Compute residuals",
      "topics": [
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      ]
    },
    {
      "page": "season",
      "title": "Estimate seasonal component",
      "topics": [
        "season"
      ]
    },
    {
      "page": "selftest",
      "title": "Run a self test",
      "topics": [
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      ]
    },
    {
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      "title": "Generate synthetic observations",
      "topics": [
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    },
    {
      "page": "smooth.exp",
      "title": "Apply an exponential filter",
      "topics": [
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      "title": "Apply a low pass filter",
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      "title": "Apply a spectral filter",
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      "title": "Specify an ARMA model",
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      "page": "strikes",
      "title": "USA union strikes, 1951-1980",
      "topics": [
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      ]
    },
    {
      "page": "Sunspots",
      "title": "Number of sunspots, 1770 to 1869",
      "topics": [
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    },
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      "title": "Test residuals for stationarity and randomness",
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    {
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      "title": "Estimate trend component",
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      "title": "Australian red wine sales, January 1980 to October 1991",
      "topics": [
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    },
    {
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      "title": "Estimate AR coefficients using the Yule-Walker method",
      "topics": [
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