Package: ECTSVR 0.2.0

ECTSVR: Error Correction Term Based Support Vector Regression for Time Series

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.

Authors:Pankaj Das [aut, cre]

ECTSVR_0.2.0.tar.gz
ECTSVR_0.2.0.zip(r-4.7-any)ECTSVR_0.2.0.zip(r-4.6-any)ECTSVR_0.2.0.zip(r-4.5-any)
ECTSVR_0.2.0.tgz(r-4.6-any)ECTSVR_0.2.0.tgz(r-4.5-any)
ECTSVR_0.2.0.tar.gz(r-4.7-any)ECTSVR_0.2.0.tar.gz(r-4.6-any)
ECTSVR_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ECTSVR/json (API)

# Install 'ECTSVR' in R:

install.packages('ECTSVR', repos = c('https://pankajdas7.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 5 scripts 311 downloads 8 exports 87 dependencies

Last updated from:a4eefec6f0. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	170
source / vignettes	OK	231
linux-release	OK	159
macos-release	OK	145
macos-oldrel	OK	135
windows-devel	OK	230
windows-release	OK	248
windows-oldrel	OK	255
wasm-release	OK	133

Exports:calculate_metrics evaluate_models plot_comparisons prepare_ectsvr_data run_ectsvr_analysis test_cointegration test_stationarity train_svr_models

Dependencies:caret class cli clock codetools cpp11 curl data.table diagram dplyr e1071 evaluate farver foreach future future.apply generics ggplot2 globals glue gower gtable hardhat highr ipred isoband iterators jsonlite KernSmooth knitr labeling lattice lava lifecycle listenv lubridate magrittr MASS Matrix Metrics ModelMetrics nlme nnet numDeriv parallelly pillar pkgconfig plyr pROC prodlim progressr proxy purrr quadprog quantmod R6 RColorBrewer Rcpp recipes reshape2 rlang rpart S7 scales shape sparsevctrs SQUAREM stringi stringr survival tibble tidyr tidyselect timechange timeDate tseries TTR tzdb urca utf8 vctrs viridisLite withr xfun xts yaml zoo

Introduction to ECTSVR

Introduction

Rendered fromECTSVR_guide.Rmdusingknitr::rmarkdown

Last update: 2026-11-12
Started: 2026-11-12

Help page	Topics
Calculate Performance Metrics	calculate_metrics
Compare and Evaluate Models	evaluate_models
Plot Model Comparisons	plot_comparisons
Prepare Data for ECT-SVR Analysis	prepare_ectsvr_data
Main Function for ECT-SVR Analysis	run_ectsvr_analysis
Perform Johansen Cointegration Test	test_cointegration
Perform Stationarity Tests on Time Series	test_stationarity
Train SVR Models with Different Kernels	train_svr_models

Package: ECTSVR 0.2.0

ECTSVR: Error Correction Term Based Support Vector Regression for Time Series

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)