tseriesTARMA (Q74108)
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Analysis of Nonlinear Time Series Through TARMA Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | tseriesTARMA |
Analysis of Nonlinear Time Series Through TARMA Models |
Statements
18 September 2023
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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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expanded from: GPL (≥ 2) (English)
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