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.
Simone Giannerini, Greta Goracci (2023). tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models.
tseriesTARMA: Analysis of Nonlinear Time Series Through TARMA Models
Simone Giannerini;Greta Goracci
2023
Abstract
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.File in questo prodotto:
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