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FTSgof  

White Noise and Goodness-of-Fit Tests for Functional Time Series
View on CRAN: Click here


Download and install FTSgof package within the R console
Install from CRAN:
install.packages("FTSgof")

Install from Github:
library("remotes")
install_github("cran/FTSgof")

Install by package version:
library("remotes")
install_version("FTSgof", "1.0.0")



Attach the package and use:
library("FTSgof")
Maintained by
Mihyun Kim
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-10-03
Latest Update: 2024-10-03
Description:
It offers comprehensive tools for the analysis of functional time series data, focusing on white noise hypothesis testing and goodness-of-fit evaluations, alongside functions for simulating data and advanced visualization techniques, such as 3D rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017)<doi:10.1016/j.jmva.2017.08.004>, Yeh, Rice, and Dubin (2023) <doi:10.1214/23-EJS2112>, Kim, Kokoszka, and Rice (2023) <doi:10.1214/23-ss143>, and Rice, Wirjanto, and Zhao (2020) <doi:10.1111/jtsa.12532>.
How to cite:
Mihyun Kim (2024). FTSgof: White Noise and Goodness-of-Fit Tests for Functional Time Series. R package version 1.0.0, https://cran.r-project.org/web/packages/FTSgof. Accessed 06 Mar. 2026.
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Complete documentation for FTSgof
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