tseriesTARMA
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Software:74108
CRANtseriesTARMAMaRDI QIDQ74108FDOQ74108
Analysis of Nonlinear Time Series Through TARMA Models
Simone Giannerini, Greta Goracci
Last update: 18 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.3-2, 0.3-1, 0.3-4
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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