README.md

In FTSgof: White Noise and Goodness-of-Fit Tests for Functional Time Series

FTSgof: White noise and goodness-of-fit tests for functional time series in R ================ Mihyun Kim, Gregory Rice, Chi-Kuang Yeh, Yuqian Zhao University of West Virginia, University of Waterloo, McGill University, University of Sussex

September 25, 2024

Description

Implementation of the robust tools to 1) visualize and perform inference on the autocorrelation structure of time series of functional data objects, and 2) perform goodness-of-fit tests for popular functional time series models.

Installation

Install the R devtools package and run

devtools::install_github("veritasmih/FTSgof")

Reference

Kim, M., Rice, G, Zhao, Y and Yeh, C.-K. (2024+) FTSgof: White noise and goodness-of-fit tests for functional time series in R. arXiv.

FTSgof documentation built on Oct. 4, 2024, 1:06 a.m.