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tseriesTARMA
View on CRAN: Click
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Download and install tseriesTARMA package within the R console
Install from CRAN:
install.packages("tseriesTARMA")
Install from Github:
library("remotes")
install_github("cran/tseriesTARMA")
Install by package version:
library("remotes")
install_version("tseriesTARMA", "0.5-1")
Attach the package and use:
library("tseriesTARMA")
Maintained by
Simone Giannerini
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.tseriesTARMA . tseriesTARMA results . tseriesTARMA.pdf . tseriesTARMA_0.5-1.tar.gz . tseriesTARMA_0.5-1.zip . tseriesTARMA_0.5-1.zip . tseriesTARMA_0.5-1.zip . tseriesTARMA_0.5-1.tgz . tseriesTARMA_0.5-1.tgz . tseriesTARMA_0.5-1.tgz . tseriesTARMA_0.5-1.tgz . tseriesTARMA archive . https://CRAN.R-project.org/package=tseriesTARMA .
First Published: 2023-02-22
Latest Update: 2023-09-18
Description:
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.
How to cite:
Simone Giannerini (2023). tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models. R package version 0.5-1, https://cran.r-project.org/web/packages/tseriesTARMA. Accessed 08 May. 2025.
Previous versions and publish date:
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Other R packages that tseriesTARMA depends,
imports, suggests or enhances
Complete documentation for tseriesTARMA
Functions, R codes and Examples using
the tseriesTARMA R package
Some associated functions: ACValues . TAR.test.B . TAR.test . TARMA.fit . TARMA.fit2 . TARMA.sim . TARMA.test . TARMAGARCH.test . TARMAur.test.B . TARMAur.test . plot.tsfit . predict.TARMA . print.TARMA . print.TARMAtest . supLMQur . tseriesTARMA .
Some associated R codes: ACValues.R . CritValues.R . CritValuesUR.R . TAR.test.B.R . TAR.test.R . TARMA.fit.R . TARMA.fit2.R . TARMA.sim.R . TARMA.test.R . TARMAGARCH.test.R . TARMAur.test.B.R . TARMAur.test.R . plot.tsfit.R . predict.TARMA.R . print.TARMA.R . print.TARMAtest.R . supLMQur.R . tseriesTARMA.R . Full tseriesTARMA package functions and examples
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