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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.
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")These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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