tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models

Code

S Giannerini and Greta Goracci

2023

Handle:

https://hdl.handle.net/10863/38359

Files and links (1)

url

https://cran.r-project.org/package=tseriesTARMAView

Title: tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models
Creators: S Giannerini
Greta Goracci
Identifiers: (UNIBZ)67614660
991006700998401241
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Code
Author Names String: Giannerini S, Goracci G
Additional Description: 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.

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