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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "tstests" in publications use:'
type: software
license: GPL-2.0-only
title: 'tstests: Time Series Goodness of Fit and Forecast Evaluation Tests'
version: 1.0.1
doi: 10.32614/CRAN.package.tstests
abstract: 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.
authors:
- family-names: Galanos
  given-names: Alexios
  email: alexios@4dscape.com
  orcid: https://orcid.org/0009-0000-9308-0457
repository: https://CRAN.R-project.org/package=tstests
repository-code: https://github.com/tsmodels/tstests
url: https://www.nopredict.com/packages/tstests
date-released: '2024-10-24'
contact:
- family-names: Galanos
  given-names: Alexios
  email: alexios@4dscape.com
  orcid: https://orcid.org/0009-0000-9308-0457