PTSR (Q115247)
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Positive Time Series Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PTSR |
Positive Time Series Regression |
Statements
Jonas Hendler Carlos
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Cleiton Guollo Taufemback
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17 May 2025
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A collection of functions to simulate, estimate and forecast a wide range of regression based dynamic models for positive time series. This package implements the results presented in Prass, T.S.; Pumi, G.; Taufemback, C.G. and Carlos, J.H. (2025). "Positive time series regression models: theoretical and computational aspects". Computational Statistics 40, 1185–1215. <doi:10.1007/s00180-024-01531-z>.
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