Package: ECTSVR
Title: Error Correction Term Based Support Vector Regression for Time
        Series
Version: 0.2.0
Authors@R: person("Pankaj", "Das", email = "pankaj.iasri@gmail.com", role = c("aut", "cre"),comment = c(ORCID = "0000-0003-1672-2502"))
Maintainer: Pankaj Das <pankaj.iasri@gmail.com>
Description: The cointegration based support vector regression model is a combination of error correction model and support vector regression. This hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the support vector regression mode. Implements the models with multiple kernel functions (linear, polynomial, radial, sigmoid) for time series forecasting. Includes stationarity tests, Johansen cointegration, and comprehensive model evaluation.
Depends: R (>= 3.5.0)
Imports: urca, tseries, e1071, caret, Metrics, knitr, stats, graphics
Suggests: rmarkdown, testthat
VignetteBuilder: knitr
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2026-11-11 05:54:59 UTC; IASRI
Author: Pankaj Das [aut, cre] (ORCID: <https://orcid.org/0000-0003-1672-2502>)
Repository: CRAN
Date/Publication: 2026-11-12 16:40:15 UTC
Built: R 4.6.1; ; 2026-11-12 17:04:26 UTC; unix
