tstests
Time Series Goodness of Fit and Forecast Evaluation Tests
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.
- Version1.0.1
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release10/24/2024
Documentation
Team
Alexios Galanos
Insights
Last 30 days
This package has been downloaded 614 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 16 times.
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 5,181 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Dec 05, 2024 with 73 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.
Data provided by CRAN
Binaries
Dependencies
- Depends1 package
- Imports6 packages
- Suggests6 packages
- Reverse Suggests1 package