R: Time Series Goodness of Fit and Forecast Evaluation Tests

# Time Series Goodness of Fit and Forecast Evaluation Tests

## Documentation for package ‘tstests’ version 1.0.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

arma_forecast | Sample ARMA Forecast Data
as_flextable.tstest | Transform a summary object into flextable
as_flextable.tstest.berkowitz | Transform a summary object into flextable
as_flextable.tstest.dac | Transform a summary object into flextable
as_flextable.tstest.gmm | Transform a summary object into flextable
as_flextable.tstest.hongli | Transform a summary object into flextable
as_flextable.tstest.minzar | Transform a summary object into flextable
as_flextable.tstest.nyblom | Transform a summary object into flextable
as_flextable.tstest.shortfall_de | Transform a summary object into flextable
as_flextable.tstest.signbias | Transform a summary object into flextable
as_flextable.tstest.vares | Transform a summary object into flextable
as_flextable.tstest.var_cp | Transform a summary object into flextable
berkowitz_test | Berkowitz Forecast Density Test
dac_test | Directional Accuracy Tests
garch_forecast | Sample GARCH Forecast Data
gmm_test | GMM Orthogonality Test
hongli_test | The Non-Parametric Density Test of Hong and Li
minzar_test | Mincer-Zarnowitz Test
nyblom_test | Nyblom-Hansen Parameter Constancy Test
print.tstest | Test Print method
print.tstest.berkowitz | Test Print method
print.tstest.dac | Test Print method
print.tstest.gmm | Test Print method
print.tstest.hongli | Test Print method
print.tstest.minzar | Test Print method
print.tstest.nyblom | Test Print method
print.tstest.shortfall_de | Test Print method
print.tstest.signbias | Test Print method
print.tstest.vares | Test Print method
print.tstest.var_cp | Test Print method
shortfall_de_test | Expected Shortfall DE Test
shortfall_test | Expected Shortfall DE Test
signbias_test | Sign Bias Test
spy | SPY ETF Adjusted Close
var_cp_test | Value at Risk CP Test
var_test | Value at Risk and Expected Shortfall Tests