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tseriesTARMA  

Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models
View on CRAN: Click here


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]
All associated links for this package
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 03 Dec. 2024.
Previous versions and publish date:
0.3-1 (2023-02-22 15:30), 0.3-2 (2023-02-24 09:40), 0.3-4 (2023-09-18 13:20)
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