tseriesTARMA

Authors 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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