tseriesTARMA (Q74108): Difference between revisions
From MaRDI portal
Changed an Item |
Removed claim: depends on software (P342): Item:Q13519 |
||
| Property / depends on software | |||
| Property / depends on software: R / rank | |||
| Property / depends on software: R / qualifier | |||
Revision as of 13:12, 4 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
18 September 2023
0 references
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
expanded from: GPL (≥ 2) (English)
0 references
