tseriesTARMA (Q74108): Difference between revisions

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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.
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+Simone Giannerini
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+Greta Goracci
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Latest revision as of 18:56, 12 March 2024

Analysis of Nonlinear Time Series Through TARMA Models

Language	Label	Description	Also known as
English	tseriesTARMA	Analysis of Nonlinear Time Series Through TARMA Models

Statements

instance of

R package

0 references

software version identifier

0.3-2

publication date

24 February 2023

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0.3-1

publication date

22 February 2023

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0.3-4

publication date

18 September 2023

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0 references

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18 September 2023

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description

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.

0 references

0 references

0 references

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)