Package: tseriesTARMA 0.3-4
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.
Authors:
tseriesTARMA_0.3-4.tar.gz
tseriesTARMA_0.3-4.zip(r-4.5)tseriesTARMA_0.3-4.zip(r-4.4)tseriesTARMA_0.3-4.zip(r-4.3)
tseriesTARMA_0.3-4.tgz(r-4.4-x86_64)tseriesTARMA_0.3-4.tgz(r-4.4-arm64)tseriesTARMA_0.3-4.tgz(r-4.3-x86_64)tseriesTARMA_0.3-4.tgz(r-4.3-arm64)
tseriesTARMA_0.3-4.tar.gz(r-4.5-noble)tseriesTARMA_0.3-4.tar.gz(r-4.4-noble)
tseriesTARMA.pdf |tseriesTARMA.html✨
tseriesTARMA/json (API)
NEWS
| # Install 'tseriesTARMA' in R: |
| install.packages('tseriesTARMA', repos = c('https://sgiannerini.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:b9b724fb53. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 23 2024 |
| R-4.5-win-x86_64 | OK | Aug 23 2024 |
| R-4.5-linux-x86_64 | OK | Aug 23 2024 |
| R-4.4-win-x86_64 | OK | Aug 23 2024 |
| R-4.4-mac-x86_64 | OK | Aug 23 2024 |
| R-4.4-mac-aarch64 | OK | Aug 23 2024 |
| R-4.3-win-x86_64 | OK | Aug 23 2024 |
| R-4.3-mac-x86_64 | OK | Aug 23 2024 |
| R-4.3-mac-aarch64 | OK | Aug 23 2024 |
Exports:plot.tsfitTAR.testTAR.test.BTARMA.fitTARMA.fit2TARMA.simTARMA.testTARMAGARCH.testTARMAur.testTARMAur.test.B
Dependencies:chronDistributionUtilsFNNGeneralizedHyperbolickernlabKernSmoothkslatticelbfgsb3cMASSmathjaxrMatrixmclustmgcvmulticoolmvtnormnlmenloptrnumDerivpracmarbibutilsRcppRcppArmadilloRdpackRsolnprugarchSkewHyperbolicspdtruncnormxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Andrews Tabulated Critical Values | ACValues |
| Plot from fitted/forecasted time series models. | plot.tsfit |
| Forecast from fitted TARMA models. | predict.TARMA |
| Methods for TARMA fits | coef.TARMA print.TARMA residuals.TARMA vcov.TARMA |
| Methods for TARMA tests | print.TARMAtest |
| Tabulated Critical Values for the Unit Root IMA vs TARMA test | supLMQur |
| AR versus TARMA supLM robust test for nonlinearity | TAR.test |
| AR versus TAR bootstrap supLM test for nonlinearity | TAR.test.B |
| TARMA Modelling of Time Series | TARMA.fit |
| TARMA Modelling of Time Series | TARMA.fit2 |
| Simulation of a two-regime 'TARMA(p1,p2,q1,q2)' process | TARMA.sim |
| ARMA versus TARMA supLM test for nonlinearity | TARMA.test |
| ARMA GARCH versus TARMA GARCH supLM test for nonlinearity | TARMAGARCH.test |
| Unit root supLM test for an integrated MA versus a stationary TARMA process | TARMAur.test |
| Unit root supLM test for an integrated MA versus a stationary TARMA process | TARMAur.test.B |
