Other packages > Find by keyword >

tstests  

Time Series Goodness of Fit and Forecast Evaluation Tests
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tstests", "1.0.1")



Attach the package and use:
library("tstests")
Maintained by
Alexios Galanos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-15
Latest Update: 2024-10-24
Description:
Goodness of Fit and Forecast Evaluation Tests for timeseries models. Includes, among others, the Generalized Method of Moments (GMM) Orthogonality Test of Hansen (1982), the Nyblom (1989) parameter constancy test, the sign-bias test of Engle and Ng (1993), and a range of tests for value at risk and expected shortfall evaluation.
How to cite:
Alexios Galanos (2024). tstests: Time Series Goodness of Fit and Forecast Evaluation Tests. R package version 1.0.1, https://cran.r-project.org/web/packages/tstests. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 1.0.0 (2024-05-15 22:20)
Other packages that cited tstests R package
View tstests citation profile
Other R packages that tstests depends, imports, suggests or enhances
Complete documentation for tstests
Functions, R codes and Examples using the tstests R package
Full tstests package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA