{ "_id": "6ac0c4a791601a2ad29989b6", "Package": "tseriesTARMA", "Title": "Analysis of Nonlinear Time Series Through Threshold\nAutoregressive Moving Average Models (TARMA) Models", "Version": "0.5-2", "Authors@R": "c(\nperson('Simone', 'Giannerini', email = 'simone.giannerini@uniud.it', role = c('aut','cre'),\ncomment = c(ORCID = '0000-0002-0710-668X')),\nperson('Greta', 'Goracci', email = 'greta.goracci@unibz.it', role = c('aut'),\ncomment = c(ORCID = '0000-0001-5212-0539'))\n)", "LazyData": "yes", "LazyLoad": "yes", "Encoding": "UTF-8", "NeedsCompilation": "yes", "RdMacros": "Rdpack, mathjaxr", "Description": "Routines for nonlinear time series analysis based on\nThreshold Autoregressive Moving Average (TARMA) models. It\nprovides functions and methods for: TARMA model fitting and\nforecasting, including robust estimators, see Goracci et al.\nJBES (2025) ; tests for\nthreshold effects, see Giannerini et al. JoE (2024)\n, Goracci et al. Statistica\nSinica (2023) , Angelini et al.\n(2024) OBES ; unit-root tests based on\nTARMA models, see Chan et al. Statistica Sinica (2024)\n.", "Maintainer": "Simone Giannerini ", "License": "GPL (>= 2)", "RoxygenNote": "7.3.3", "Packaged": { "Date": "2026-10-03 08:57:42 UTC", "User": "root" }, "Author": "Simone Giannerini [aut, cre] (ORCID:\n), Greta Goracci [aut]\n(ORCID: )", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-02-13 18:50:02 UTC", "RemoteUrl": "https://github.com/cran/tseriesTARMA", "RemoteRef": "HEAD", "RemoteSha": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "_user": "cran", "_type": "src", "_file": "tseriesTARMA_0.5-2.tar.gz", "_fileid": "https://r2.ropensci.org/bdbfb7b454860225c14c651b4fc9a0767f38a4a33feb9250b2ee163b82e060bb", "_filesize": 451843, "_sha256": "bdbfb7b454860225c14c651b4fc9a0767f38a4a33feb9250b2ee163b82e060bb", "_expires": "2027-01-11T09:02:29.000Z", "_created": "2026-10-03T08:57:42.000Z", "_published": "2026-10-03T09:02:31.195Z", "_jobs": [ { "job": 111170045046, "time": 171, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11269598767" }, { "job": 111170045276, "time": 163, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11269303976" }, { "job": 111170045090, "time": 123, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11269823307" }, { "job": 111170045009, "time": 153, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11268959803" }, { "job": 111169503278, "time": 206, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11268959655" }, { "job": 111170044973, "time": 97, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11270162329" }, { "job": 111170045027, "time": 228, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11269209282" }, { "job": 111170045035, "time": 156, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11269403748" }, { "job": 111170045012, "time": 241, "config": "windows-release-arm64", "r": "4.6.1", "check": "WARNING", "artifact": "11269474115" }, { "job": 111170045038, "time": 122, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11269558521" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979", "_status": "success", "_upstream": "https://github.com/cran/tseriesTARMA", "_commit": { "id": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "author": "Simone Giannerini ", "committer": "cran-robot ", "message": "version 0.5-2\n", "time": 1771008602 }, "_maintainer": { "name": "Simone Giannerini", "email": "simone.giannerini@uniud.it", "orcid": "0000-0002-0710-668X" }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "methods", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "Rsolnp", "role": "Imports" }, { "package": "lbfgsb3c", "role": "Imports" }, { "package": "Matrix", "role": "Imports" }, { "package": "Rdpack", "role": "Imports" }, { "package": "mathjaxr", "role": "Imports" }, { "package": "rugarch", "role": "Imports" }, { "package": "zoo", "role": "Imports" }, { "package": "fitdistrplus", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2026-07", "n": 1 } ], "_tags": [ { "name": "0.5-2", "date": "2026-02-13" } ], "_stars": 0, "_contributors": [ { "user": "sgiannerini", "count": 3, "uuid": 5130094 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 630, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 347, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tseriesTARMA" }, "_searchresults": 9, "_topics": [ "openblas", "fortran" ], "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/tseriesTARMA.html" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.3-1", "date": "2023-02-22" }, { "version": "0.3-2", "date": "2023-02-24" }, { "version": "0.3-4", "date": "2023-09-18" }, { "version": "0.5-1", "date": "2024-10-08" }, { "version": "0.5-2", "date": "2026-02-16" } ], "_exports": [ "plot.tsfit", "TAR.test", "TAR.test.B", "TARMA.fit", "TARMA.fit2", "TARMA.sim", "TARMA.test", "TARMAGARCH.test", "TARMAur.test", "TARMAur.test.B" ], "_datasets": [ { "name": "ACValues", "title": "Andrews Tabulated Critical Values", "object": "ACValues", "class": [ "matrix", "array" ], "fields": [ "pi", "lambda", "1-90", "1-95", "1-99", "2-90", "2-95", "2-99", "3-90", "3-95", "3-99", "4-90", "4-95", "4-99", "5-90", "5-95", "5-99", "6-90", "6-95", "6-99", "7-90", "7-95", "7-99", "8-90", "8-95", "8-99", "9-90", "9-95", "9-99", "10-90", "10-95", "10-99", "11-90", "11-95", "11-99", "12-90", "12-95", "12-99", "13-90", "13-95", "13-99", "14-90", "14-95", "14-99", "15-90", "15-95", "15-99", "16-90", "16-95", "16-99", "17-90", "17-95", "17-99", "18-90", "18-95", "18-99", "19-90", "19-95", "19-99", "20-90", "20-95", "20-99" ], "rows": 13, "table": true, "tojson": true }, { "name": "supLMQur", "title": "Tabulated Critical Values for the Unit Root IMA vs TARMA test", "object": "supLMQur", "class": [ "array" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "ACValues", "title": "Andrews Tabulated Critical Values", "topics": [ "ACValues" ] }, { "page": "plot.tsfit", "title": "Plot from fitted/forecasted time series models.", "topics": [ "plot.tsfit" ] }, { "page": "predict.TARMA", "title": "Forecast from fitted TARMA models.", "topics": [ "predict.TARMA" ] }, { "page": "print.TARMA", "title": "Methods for TARMA fits", "topics": [ "coef.TARMA", "print.TARMA", "residuals.TARMA", "vcov.TARMA" ] }, { "page": "print.TARMAtest", "title": "Methods for TARMA tests", "topics": [ "print.TARMAtest" ] }, { "page": "supLMQur", "title": "Tabulated Critical Values for the Unit Root IMA vs TARMA test", "topics": [ "supLMQur" ] }, { "page": "TAR.test", "title": "AR versus TARMA supLM robust test for nonlinearity", "topics": [ "TAR.test" ] }, { "page": "TAR.test.B", "title": "AR versus TAR bootstrap supLM test for nonlinearity", "topics": [ "TAR.test.B" ] }, { "page": "TARMA.fit", "title": "TARMA Modelling of Time Series", "topics": [ "TARMA.fit" ] }, { "page": "TARMA.fit2", "title": "TARMA Modelling of Time Series", "topics": [ "TARMA.fit2" ] }, { "page": "TARMA.sim", "title": "Simulation of a two-regime 'TARMA(p1,p2,q1,q2)' process", "topics": [ "TARMA.sim" ] }, { "page": "TARMA.test", "title": "ARMA versus TARMA (and AR versus TAR) supLM tests for nonlinearity", "topics": [ "TARMA.test" ] }, { "page": "TARMAGARCH.test", "title": "ARMA GARCH versus TARMA GARCH supLM test for nonlinearity", "topics": [ "TARMAGARCH.test" ] }, { "page": "TARMAur.test", "title": "Unit root supLM test for an integrated MA versus a stationary TARMA process", "topics": [ "TARMAur.test" ] }, { "page": "TARMAur.test.B", "title": "Unit root supLM test for an integrated MA versus a stationary TARMA process", "topics": [ "TARMAur.test.B" ] } ], "_readme": "https://github.com/cran/tseriesTARMA/raw/HEAD/README.md", "_rundeps": [ "chron", "codetools", "digest", "DistributionUtils", "fitdistrplus", "FNN", "fracdiff", "future", "future.apply", "GeneralizedHyperbolic", "globals", "kernlab", "KernSmooth", "ks", "lattice", "lbfgsb3c", "listenv", "MASS", "mathjaxr", "Matrix", "mclust", "mgcv", "multicool", "mvtnorm", "nlme", "nloptr", "numDeriv", "parallelly", "pracma", "rbibutils", "Rcpp", "RcppArmadillo", "Rdpack", "rlang", "Rsolnp", "rugarch", "SkewHyperbolic", "spd", "survival", "truncnorm", "xts", "zoo" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libgfortran", "package": "libgfortran5", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "fortran", "homepage": "http://gcc.gnu.org/", "description": "Runtime library for GNU Fortran applications" } ], "_score": 1.6989700043360187, "_indexed": true, "_nocasepkg": "tseriestarma", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.5-2", "date": "2026-10-03T09:00:05.000Z", "distro": "resolute", "arch": "aarch64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/c82dbfdde1cf1e2628ee67f1f6185f20a990de525a26664ea5a3d86e4944a43e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.7.0", "os": "linux", "version": "0.5-2", "date": "2026-10-03T08:59:54.000Z", "distro": "resolute", "arch": "x86_64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/08cbe814a2d3ee842be581286c85c4a21b8afd3a744d8f444dc25be5e31d956e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.6.1", "os": "linux", "version": "0.5-2", "date": "2026-10-03T08:59:32.000Z", "distro": "resolute", "arch": "aarch64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/32f26cc7b7fb49cd4ed63b2a85d3028d3706155f782b876b0fa212ee99ad6a77", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.6.1", "os": "linux", "version": "0.5-2", "date": "2026-10-03T08:59:47.000Z", "distro": "resolute", "arch": "x86_64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/9168e3755fd39f436a5d6f075d1e2cd0b8b57de52091054b4d52517b0e437ce8", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.6.0", "os": "wasm", "version": "0.5-2", "date": "2026-10-03T08:59:43.000Z", "arch": "emscripten", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/2c2417bc3f6bb1723e523f41b582f97ddcf2513f82bcec365f88830e2986429b", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.7.0", "os": "win", "version": "0.5-2", "date": "2026-10-03T09:00:58.000Z", "arch": "aarch64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/8a8184f26b1b1f9cee213335a5a6928d471fbf75b026f26c67196b21b4b736b6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.7.0", "os": "win", "version": "0.5-2", "date": "2026-10-03T08:59:13.000Z", "arch": "x86_64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/c4e72312a0a634f2e7893f30fe447772d2c5c8b91fa5dbd3a85ccb02ef765570", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.6.1", "os": "win", "version": "0.5-2", "date": "2026-10-03T09:01:14.000Z", "arch": "aarch64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/030d5ab4fe95f403180deeaa01d82acf5371ff882c51386946c250a6f5ea0923", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" }, { "r": "4.6.1", "os": "win", "version": "0.5-2", "date": "2026-10-03T08:59:03.000Z", "arch": "x86_64", "commit": "b749cb58099ca2acf62f658ae5e71d2c78c2d8e5", "fileid": "https://r2.ropensci.org/0ef2de3340ec6fc727aa90253ca7990e65b4d1370534b01081b2e9f5911e89ab", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/37111252979" } ] }