The tstests package provides a number of tests for evaluating the goodness of fit of estimated time series models as well as forecast evaluation tests. In addition to a standard print method, each test has an as_flextable method for pretty printing to various document formats. The table below provides an overview of the implemented tests, some of which were ported over from rugarch, others re-written and some are new.
The package can be installed from CRAN or the tsmodels repo.
install.packages("tstests")
remotes::install_github("tsmodels/tstests", dependencies = TRUE)
Note, that in order to make use of symbolic output in some of the tests, flextable requires equatags to be installed which has a dependency on xlst which in turn has SystemRequirements libxslt. Therefore, if you are seeing NA printed in place of symbols, then it is likely that xlst is not installed.
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