PTSR0.1.3 package

Positive Time Series Regression

A collection of functions to simulate, estimate and forecast a wide range of regression based dynamic models for positive time series. This package implements the results presented in Prass, T.S.; Pumi, G.; Taufemback, C.G. and Carlos, J.H. (2025). "Positive time series regression models: theoretical and computational aspects". Computational Statistics 40, 1185–1215. <doi:10.1007/s00180-024-01531-z>.

  • Maintainer: Taiane Schaedler Prass
  • License: GPL (>= 3)
  • Last published: 2025-05-17