DESCRIPTION

Package: tstests
Type: Package
Title: Time Series Goodness of Fit and Forecast Evaluation Tests
Version: 1.0.1
Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
Maintainer: Alexios Galanos <alexios@4dscape.com>
Depends: R (>= 3.5.0), methods, tsmethods
Description: 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.
Imports: data.table, flextable, Rdpack, car, ks, xts
License: GPL-2
Encoding: UTF-8
LazyData: true
RdMacros: Rdpack
RoxygenNote: 7.3.2
Roxygen: list(markdown = TRUE)
URL: https://www.nopredict.com/packages/tstests, https://github.com/tsmodels/tstests
Suggests: 
    knitr,
    rmarkdown,
    sandwich,
    testthat (>= 3.0.0),
    tsdistributions,
    tsgarch
VignetteBuilder: knitr
Config/testthat/edition: 3