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: 2026-02-13 18:29:20 UTC; Giannerini
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: CRAN
Date/Publication: 2026-02-13 18:50:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 10:55:06 UTC; unix
Archs: tseriesTARMA.so.dSYM
