tseriesTARMA

Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models

CRAN Package

Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average (TARMA) models. It provides functions and methods for: TARMA model fitting and forecasting, including robust estimators, see Goracci et al. JBES (2025) doi:10.1080/07350015.2024.2412011; tests for threshold effects, see Giannerini et al. JoE (2024) doi:10.1016/j.jeconom.2023.01.004, Goracci et al. Statistica Sinica (2023) doi:10.5705/ss.202021.0120, Angelini et al. (2024) doi:10.48550/arXiv.2308.00444; unit-root tests based on TARMA models, see Chan et al. Statistica Sinica (2024) doi:10.5705/ss.202022.0125.


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Last 30 days

This package has been downloaded 22,711 times in the last 30 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 778 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 141,732 times in the last 365 days. That's a whole lot of downloads. Somewhere, a librarian is trying to figure out why more bandwidth is needed. The day with the most downloads was Oct 11, 2024 with 893 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

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Dependencies

  • Imports8 packages
  • Suggests2 packages