{
  "_id": "6a1f3723b401979e73428aed",
  "Package": "weakARMA",
  "Title": "Tools for the Analysis of Weak ARMA Models",
  "Version": "1.0.3",
  "Date": "2022-04-04",
  "Authors@R": "c(\nperson(given = \"Yacouba\", family = \"Boubacar Maïnassara\",\nemail = \"yacouba.boubacar_mainassara@univ-fcomte.fr\",\nrole = \"aut\",\ncomment = c(ORCID = \"0000-0002-8604-5407\")),\nperson(given = \"Julien Yves\", family = \"Rolland\",\nemail = \"julien.rolland@univ-fcomte.fr\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0002-0960-6688\")),\nperson(given = \"Coraline\", family = \"Parguey\",\nrole = \"ctb\"),\nperson(given = \"Vincent\", family = \"Mouillot\",\nrole = \"ctb\")\n)",
  "Description": "Numerous time series admit autoregressive moving average\n(ARMA) representations, in which the errors are uncorrelated\nbut not necessarily independent. These models are called weak\nARMA by opposition to the standard ARMA models, also called\nstrong ARMA models, in which the error terms are supposed to be\nindependent and identically distributed (iid). This package\nallows the study of nonlinear time series models through weak\nARMA representations. It determines identification, estimation\nand validation for ARMA models and for AR and MA models in\nparticular. Functions can also be used in the strong case. This\npackage also works on white noises by omitting arguments 'p',\n'q', 'ar' and 'ma'. See Francq, C. and Zakoïan, J. (1998)\n<doi:10.1016/S0378-3758(97)00139-0> and Boubacar Maïnassara, Y.\nand Saussereau, B. (2018) <doi:10.1080/01621459.2017.1380030>\nfor more details.",
  "License": "GPL (>= 3)",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "RoxygenNote": "7.1.2",
  "NeedsCompilation": "no",
  "Maintainer": "Julien Yves Rolland <julien.rolland@univ-fcomte.fr>",
  "URL": "https://plmlab.math.cnrs.fr/jrolland/weakARMA",
  "BugReports": "https://plmlab.math.cnrs.fr/jrolland/weakARMA/-/issues",
  "Packaged": {
    "Date": "2026-05-15 06:05:47 UTC",
    "User": "root"
  },
  "Author": "Yacouba Boubacar Maïnassara [aut]\n(<https://orcid.org/0000-0002-8604-5407>), Julien Yves Rolland\n[aut, cre] (<https://orcid.org/0000-0002-0960-6688>), Coraline\nParguey [ctb], Vincent Mouillot [ctb]",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2022-04-04 13:00:02 UTC",
  "RemoteUrl": "https://github.com/cran/weakARMA",
  "RemoteRef": "HEAD",
  "RemoteSha": "174ecc36457a619b2be2eabe767a7e46f03d1d55",
  "MD5sum": "da60cb9379e377e5fafee367b190ac8f",
  "_user": "cran",
  "_type": "src",
  "_file": "weakARMA_1.0.3.tar.gz",
  "_fileid": "50ea76de5824ae5deabe4427eff25bc569e81323bf9cc81003fec847dc7e1729",
  "_filesize": 424461,
  "_sha256": "50ea76de5824ae5deabe4427eff25bc569e81323bf9cc81003fec847dc7e1729",
  "_created": "2026-05-15T06:05:47.000Z",
  "_published": "2026-06-02T20:03:47.757Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79161003760,
      "time": 132,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7011154476"
    },
    {
      "job": 79161004187,
      "time": 120,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7011151885"
    },
    {
      "job": 79161003651,
      "time": 191,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7011127534"
    },
    {
      "job": 79161003291,
      "time": 128,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7368498884"
    }
  ],
  "_buildurl": "https://github.com/r-universe/cran/actions/runs/25902941068",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/weakARMA",
  "_commit": {
    "id": "174ecc36457a619b2be2eabe767a7e46f03d1d55",
    "author": "Julien Yves Rolland <julien.rolland@univ-fcomte.fr>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 1.0.3\n",
    "time": 1649077202
  },
  "_maintainer": {
    "name": "Julien Yves Rolland",
    "email": "julien.rolland@univ-fcomte.fr",
    "orcid": "0000-0002-0960-6688"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.4.1",
      "role": "Depends"
    },
    {
      "package": "CompQuadForm",
      "version": ">= 1.4.3",
      "role": "Imports"
    },
    {
      "package": "MASS",
      "version": ">= 7.3-54",
      "role": "Imports"
    },
    {
      "package": "matrixStats",
      "version": ">= 0.61",
      "role": "Imports"
    },
    {
      "package": "vars",
      "version": ">= 1.5-6",
      "role": "Imports"
    },
    {
      "package": "timeSeries",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "renv",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 0,
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 232,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/weakARMA"
  },
  "_searchresults": 3,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/readme.html",
    "extra/readme.md",
    "extra/weakARMA.html",
    "manual.pdf"
  ],
  "_realowner": "cran",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0.2",
      "date": "2022-02-07"
    },
    {
      "version": "1.0.3",
      "date": "2022-04-04"
    }
  ],
  "_exports": [
    "acf.gamma_m",
    "acf.univ",
    "ARMA.selec",
    "estimation",
    "gradient",
    "matXi",
    "meansq",
    "nl.acf",
    "omega",
    "portmanteauTest",
    "signifparam",
    "sim.ARMA",
    "simGARCH",
    "VARest",
    "wnPT",
    "wnPT_SQ",
    "wnRT"
  ],
  "_datasets": [
    {
      "name": "CAC40",
      "title": "Paris stock exchange",
      "object": "CAC40",
      "class": [
        "numeric"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "CAC40return",
      "title": "Paris stock exchange return",
      "object": "CAC40return",
      "class": [
        "numeric"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "CAC40return.sq",
      "title": "Paris stock exchange square return",
      "object": "CAC40return.sq",
      "class": [
        "numeric"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "acf.gamma_m",
      "title": "Computation of autocovariance and autocorrelation for an ARMA residuals.",
      "topics": [
        "acf.gamma_m"
      ]
    },
    {
      "page": "acf.univ",
      "title": "Computation of autocovariance and autocorrelation for an ARMA residuals.",
      "topics": [
        "acf.univ"
      ]
    },
    {
      "page": "ARMA.selec",
      "title": "Selection of ARMA models",
      "topics": [
        "ARMA.selec"
      ]
    },
    {
      "page": "CAC40",
      "title": "Paris stock exchange",
      "topics": [
        "CAC40"
      ]
    },
    {
      "page": "CAC40return",
      "title": "Paris stock exchange return",
      "topics": [
        "CAC40return"
      ]
    },
    {
      "page": "CAC40return.sq",
      "title": "Paris stock exchange square return",
      "topics": [
        "CAC40return.sq"
      ]
    },
    {
      "page": "estimation",
      "title": "Parameters estimation of a time series.",
      "topics": [
        "estimation"
      ]
    },
    {
      "page": "gradient",
      "title": "Computation the gradient of the residuals of an ARMA model",
      "topics": [
        "gradient"
      ]
    },
    {
      "page": "matXi",
      "title": "Estimation of Fisher information matrix I",
      "topics": [
        "matXi"
      ]
    },
    {
      "page": "meansq",
      "title": "Function optim will minimize",
      "topics": [
        "meansq"
      ]
    },
    {
      "page": "nl.acf",
      "title": "Autocorrelogram",
      "topics": [
        "nl.acf"
      ]
    },
    {
      "page": "omega",
      "title": "Computation of Fisher information matrice",
      "topics": [
        "omega"
      ]
    },
    {
      "page": "portmanteauTest",
      "title": "Portmanteau tests",
      "topics": [
        "portmanteauTest"
      ]
    },
    {
      "page": "portmanteauTest.h",
      "title": "Portmanteau tests for one lag.",
      "topics": [
        "portmanteauTest.h"
      ]
    },
    {
      "page": "signifparam",
      "title": "Computes the parameters significance",
      "topics": [
        "signifparam"
      ]
    },
    {
      "page": "sim.ARMA",
      "title": "Simulation of ARMA(p,q) model.",
      "topics": [
        "sim.ARMA"
      ]
    },
    {
      "page": "simGARCH",
      "title": "GARCH process",
      "topics": [
        "simGARCH"
      ]
    },
    {
      "page": "VARest",
      "title": "Estimation of VAR(p) model",
      "topics": [
        "VARest"
      ]
    },
    {
      "page": "wnPT",
      "title": "Weak white noise",
      "topics": [
        "wnPT"
      ]
    },
    {
      "page": "wnPT_SQ",
      "title": "Weak white noise",
      "topics": [
        "wnPT_SQ"
      ]
    },
    {
      "page": "wnRT",
      "title": "Weak white noise",
      "topics": [
        "wnRT"
      ]
    }
  ],
  "_readme": "https://github.com/cran/weakARMA/raw/HEAD/README.md",
  "_rundeps": [
    "CompQuadForm",
    "lattice",
    "lmtest",
    "MASS",
    "matrixStats",
    "nlme",
    "sandwich",
    "strucchange",
    "urca",
    "vars",
    "zoo"
  ],
  "_score": 1.6989700043360187,
  "_indexed": true,
  "_nocasepkg": "weakarma",
  "_universes": [
    "cran"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.0.3",
      "date": "2026-05-15T06:07:54.000Z",
      "distro": "noble",
      "commit": "174ecc36457a619b2be2eabe767a7e46f03d1d55",
      "fileid": "3fde0a51c4deb17057dbf09cb4c45b87efe1d14ef96031b0a7a5c49d6d163979",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/25902941068"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.0.3",
      "date": "2026-05-15T06:07:39.000Z",
      "distro": "noble",
      "commit": "174ecc36457a619b2be2eabe767a7e46f03d1d55",
      "fileid": "9a33f16ce7ff03d28710293713a879803a230c9e3a1ac8068d2ba1baa2fc4707",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/25902941068"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.0.3",
      "date": "2026-06-02T20:03:27.000Z",
      "commit": "174ecc36457a619b2be2eabe767a7e46f03d1d55",
      "fileid": "47b5f8673f8344d4a2cec32ca2d87307ceb2ea96f4b2bb944b758119d0bcc70b",
      "status": "success",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/25902941068"
    }
  ]
}