Releases: fipelle/MessyTimeSeries.jl
Releases · fipelle/MessyTimeSeries.jl
0.1.3
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Added support for VARIMA models.
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Extended forecast
to handle irregular multivariate data.
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The ARIMA functions and types are now aliases for those assigned to VARIMA models.
0.1.2
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Added support for ARMA and ARIMA models.
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Added tests for Kalman filter, smoother, ARMA and ARIMA models.
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Solved minor bugs and deprecated a few methods.
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New README.md.
First working version
0.1.1
add: dependencies for stdlib + new version