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Exploratory, descriptive and diagnostic tools for univariate and multivariate time series and tools to evaluate and compare forecasts: summary statistics and gaussianity tests; sample autocorrelation functions with the Ljung and Box (1978) <doi:10.1093/biomet/65.2.297> and Monti (1994) <doi:10.2307/2337080> tests; information criteria and Granger (1969) <doi:10.2307/1912791> causality; unit root tests of Dickey and Fuller (1979) <doi:10.1080/01621459.1979.10482531> and Phillips and Perron (1988) <doi:10.1093/biomet/75.2.335>; the cointegration test of Johansen (1988) <doi:10.1016/0165-1889(88)90041-3>; heteroskedasticity tests; non-linearity tests of McLeod and Li (1983) <doi:10.1111/j.1467-9892.1983.tb00373.x>, Tsay (1986) <doi:10.1093/biomet/73.2.461> and Brock, Dechert, Scheinkman and LeBaron (1996) <doi:10.1080/07474939608800353>; spectral analysis; and forecast accuracy measures with the Diebold and Mariano (1995) <doi:10.1080/07350015.1995.10524599>, sign and Wilcoxon tests. Every tool is a pure function returning an object with print and plot methods; the graphical interfaces tooltest() and toolforecast() ('Tcl/Tk' windows or 'shiny' applications) give interactive access to all of them.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics, grDevices, stats, utils |
| Suggests: | shiny, tcltk, testthat (≥ 3.0.0), jsonlite, tseries, urca, xts, zoo |
| Published: | 2026-10-21 |
| DOI: | 10.32614/CRAN.package.tsexplorer (may not be active yet) |
| Author: | Diego J. Pedregal [aut, cre, cph], Ludwig Kanzler [ctb] (Original BDS test algorithm) |
| Maintainer: | Diego J. Pedregal <diego.pedregal at uclm.es> |
| BugReports: | https://github.com/djpedregal/tsexplorer/issues |
| License: | GPL-3 |
| URL: | https://github.com/djpedregal/tsexplorer |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | tsexplorer results |
| Reference manual: | tsexplorer.html , tsexplorer.pdf |
| Package source: | tsexplorer_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): tsexplorer_0.1.0.tgz, r-oldrel (arm64): tsexplorer_0.1.0.tgz, r-release (x86_64): tsexplorer_0.1.0.tgz, r-oldrel (x86_64): tsexplorer_0.1.0.tgz |
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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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