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legion

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The package legion implements several multivariate models for purposes of forecasting.

hex-sticker of the legion package for R

Here is the list of the included functions:

  1. ves - Vector Exponential Smoothing.
  2. vets - Vector ETS with PIC taxonomy.
  3. auto.vets - Automatic selection of restrictions for VETS.
  4. sim.ves - simulates data from VES.
  5. oves - occurrence state space vector exponential smoothing model.

Available methods:

  1. AIC, BIC, AICc, BICc;
  2. coefficients;
  3. fitted;
  4. forecast;
  5. actuals;
  6. logLik;
  7. modelType - type of the estimated model;
  8. nobs;
  9. nparam - number of the estimated parameters in the model;
  10. nvariate - number of series in the model;
  11. residuals - the residuals of the model (et in case of additive and log(1+et) for the multiplicative ones);
  12. rstandard, rstudent - standardised and studentised residuals;
  13. outlierdummy - extracts outliers in the model and creates dummy variables for them;
  14. plot - produces several plots for diagnostics purposes. See the documentation for plot.legion();
  15. print;
  16. sigma;
  17. simulate;
  18. summary;

Installation

The stable version of the package is available on CRAN, so you can install it by running: > install.packages(“legion”)

A recent, development version, is available via github and can be installed using “remotes” in R. First, make sure that you have remotes: > if (!require(“remotes”)){install.packages(“remotes”)}

and after that run: > remotes::install_github(“config-i1/legion”)

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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