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tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models
Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average models.
It provides functions and methods for: TARMA model fitting and forecasting, tests for threshold effects, unit-root tests based on TARMA models.
| Version: |
0.3-4 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
methods, stats, Rsolnp, lbfgsb3c, Matrix, Rdpack, mathjaxr, rugarch, zoo |
| Suggests: |
knitr, rmarkdown |
| Published: |
2023-09-18 |
| Author: |
Simone Giannerini 
[aut, cre],
Greta Goracci
[aut] |
| Maintainer: |
Simone Giannerini <simone.giannerini at unibo.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:
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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