tstests

Time Series Goodness of Fit and Forecast Evaluation Tests

CRAN Package

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


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.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
48 downloadsMar 4, 2025
14 downloadsMar 5, 2025
14 downloadsMar 6, 2025
9 downloadsMar 7, 2025
49 downloadsMar 8, 2025
9 downloadsMar 9, 2025
8 downloadsMar 10, 2025
9 downloadsMar 11, 2025
8 downloadsMar 12, 2025
47 downloadsMar 13, 2025
9 downloadsMar 14, 2025
11 downloadsMar 15, 2025
6 downloadsMar 16, 2025
31 downloadsMar 17, 2025
31 downloadsMar 18, 2025
13 downloadsMar 19, 2025
13 downloadsMar 20, 2025
12 downloadsMar 21, 2025
8 downloadsMar 22, 2025
9 downloadsMar 23, 2025
53 downloadsMar 24, 2025
15 downloadsMar 25, 2025
13 downloadsMar 26, 2025
9 downloadsMar 27, 2025
53 downloadsMar 28, 2025
11 downloadsMar 29, 2025
16 downloadsMar 30, 2025
9 downloadsMar 31, 2025
61 downloadsApr 1, 2025
16 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
6
61

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