tstests
Time Series Goodness of Fit and Forecast Evaluation Tests
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | tstests_1.0.1.tar.gz |
2.0 MiB |
1.0.1 |
rolling linux/noble R-4.5 | tstests_1.0.1.tar.gz |
2.0 MiB |
1.0.1 |
rolling source/ R- | tstests_1.0.1.tar.gz |
1.9 MiB |
1.0.1 |
latest linux/jammy R-4.5 | tstests_1.0.1.tar.gz |
2.0 MiB |
1.0.1 |
latest linux/noble R-4.5 | tstests_1.0.1.tar.gz |
2.0 MiB |
1.0.1 |
latest source/ R- | tstests_1.0.1.tar.gz |
1.9 MiB |
1.0.1 |
2026-04-26 source/ R- | tstests_1.0.1.tar.gz |
1.9 MiB |
1.0.1 |
2026-04-23 source/ R- | tstests_1.0.1.tar.gz |
1.9 MiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | tstests_1.0.1.zip |
2.0 MiB |
1.0.1 |
2025-04-20 source/ R- | tstests_1.0.1.tar.gz |
1.9 MiB |