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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 |
DOI: | 10.32614/CRAN.package.tseriesTARMA |
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 |
Reference manual: | tseriesTARMA.pdf |
Package source: | tseriesTARMA_0.3-4.tar.gz |
Windows binaries: | r-devel: tseriesTARMA_0.3-4.zip, r-release: tseriesTARMA_0.3-4.zip, r-oldrel: tseriesTARMA_0.3-4.zip |
macOS binaries: | r-release (arm64): tseriesTARMA_0.3-4.tgz, r-oldrel (arm64): tseriesTARMA_0.3-4.tgz, r-release (x86_64): tseriesTARMA_0.3-4.tgz, r-oldrel (x86_64): tseriesTARMA_0.3-4.tgz |
Old sources: | tseriesTARMA archive |
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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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