CRAN/E | tseriesTARMA

tseriesTARMA

Analysis of Nonlinear Time Series Through TARMA Models

Installation

About

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.

Copyright see file COPYRIGHTS

Key Metrics

Version 0.3-2
R ≥ 3.5.0
Published 2023-02-24 430 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks tseriesTARMA results

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Maintainer

Maintainer

Simone Giannerini

simone.giannerini@unibo.it

Authors

Simone Giannerini

aut / cre

Greta Goracci

aut

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

tseriesTARMA archive

Depends

R ≥ 3.5.0

Imports

methods
stats
Rsolnp
lbfgsb3c
Matrix
Rdpack
mathjaxr
rugarch

Suggests

knitr
rmarkdown