Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average (TARMA) models. It provides functions and methods for: TARMA model fitting and forecasting, including robust estimators, see Goracci et al. JBES (2025) <doi:10.1080/07350015.2024.2412011>; tests for threshold effects, see Giannerini et al. JoE (2024) <doi:10.1016/j.jeconom.2023.01.004>, Goracci et al. Statistica Sinica (2023) <doi:10.5705/ss.202021.0120>, Angelini et al. (2024) <doi:10.48550/arXiv.2308.00444>; unit-root tests based on TARMA models, see Chan et al. Statistica Sinica (2024) <doi:10.5705/ss.202022.0125>.
Version: 0.5-1 Depends: R (≥ 3.5.0) Imports: methods, stats, Rsolnp, lbfgsb3c, Matrix, Rdpack, mathjaxr, rugarch, zoo, fitdistrplus Suggests: knitr, rmarkdown Published: 2024-10-08 DOI: 10.32614/CRAN.package.tseriesTARMA Author: Simone Giannerini [aut, cre], Greta Goracci [aut] Maintainer: Simone Giannerini <simone.giannerini at uniud.it> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] Copyright: see file COPYRIGHTS NeedsCompilation: yes Materials: README NEWS In views: TimeSeries CRAN checks: tseriesTARMA results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=tseriesTARMA to link to this page.
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