PTSR: 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>.

Getting started

Package details

AuthorTaiane Schaedler Prass [aut, cre, com] (ORCID: <https://orcid.org/0000-0003-3136-909X>), Jonas Hendler Carlos [aut], Cleiton Guollo Taufemback [aut]
MaintainerTaiane Schaedler Prass <taianeprass@gmail.com>
LicenseGPL (>= 3)
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PTSR")

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PTSR documentation built on June 8, 2025, 11:11 a.m.