BTSR
From MaRDI portal
Software:80223
Bounded Time Series Regression
Taiane Schaedler Prass, Guilherme Pumi
Last update: 23 September 2023
Copyright license: GNU General Public License
Software version identifier: 0.1.4, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.5
Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>.
