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
DOI: 10.32614/CRAN.package.tseriesTARMA
Author: Simone Giannerini ORCID iD [aut, cre], Greta Goracci ORCID iD [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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