{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for time series analysis and forecasting

Dynamic Factor Models for R

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

Create dynamic factor models in R with the dfms package

I have performed a time series analysis of the stock prices of Tata Consultancy Services from 2002 to 2021. I have started by visualising the data. And then I fitted models like an autoregressive integrated moving average (ARIMA) model, Vector autoregression (VAR), SARIMA (seasonal ARIMA) model, UCM, and Dynamic Factor models.