tstests

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.

Last 30 days

This package has been downloaded 567 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 7 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 5,196 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.