Package: tseriesTARMA
Title: Analysis of Nonlinear Time Series Through Threshold
        Autoregressive Moving Average Models (TARMA) Models
Version: 0.5-2
Authors@R: c(
   person('Simone', 'Giannerini', email = 'simone.giannerini@uniud.it', role = c('aut','cre'),
    comment = c(ORCID = '0000-0002-0710-668X')), 
    person('Greta', 'Goracci', email = 'greta.goracci@unibz.it', role = c('aut'),
    comment = c(ORCID = '0000-0001-5212-0539'))
    )
Depends: R (>= 3.5.0)
Suggests: knitr, rmarkdown
LazyData: yes
LazyLoad: yes
Encoding: UTF-8
NeedsCompilation: yes
Imports: methods, stats, Rsolnp, lbfgsb3c, Matrix, Rdpack, mathjaxr,
        rugarch, zoo, fitdistrplus
RdMacros: Rdpack, mathjaxr
Description: Routines for nonlinear time series analysis based on
        Threshold Autoregressive Moving Average (TARMA) models. It
        provides functions and methods for: TARMA model fitting and
        forecasting, including robust estimators, see Goracci et al.
        JBES (2025) <doi:10.1080/07350015.2024.2412011>; tests for
        threshold effects, see Giannerini et al. JoE (2024)
        <doi:10.1016/j.jeconom.2023.01.004>, Goracci et al. Statistica
        Sinica (2023) <doi:10.5705/ss.202021.0120>, Angelini et al.
        (2024) OBES <doi:10.1111/obes.12647>; unit-root tests based on
        TARMA models, see Chan et al. Statistica Sinica (2024)
        <doi:10.5705/ss.202022.0125>.
Maintainer: Simone Giannerini <simone.giannerini@uniud.it>
License: GPL (>= 2)
RoxygenNote: 7.3.3
Packaged: 2026-07-03 10:52:04 UTC; root
Author: Simone Giannerini [aut, cre] (ORCID:
        <https://orcid.org/0000-0002-0710-668X>), Greta Goracci [aut]
        (ORCID: <https://orcid.org/0000-0001-5212-0539>)
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