Package: tstests
Type: Package
Title: Time Series Goodness of Fit and Forecast Evaluation Tests
Version: 1.0.2
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 (>= 4.1.0), 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
Config/pak/sysreqs: libcairo2-dev cmake libfontconfig1-dev
        libfreetype6-dev libfribidi-dev make libharfbuzz-dev libicu-dev
        libjpeg-dev libpng-dev libtiff-dev libuv1-dev libwebp-dev
        libxml2-dev libssl-dev
Repository: https://tsmodels.r-universe.dev
Date/Publication: 2026-03-14 06:52:04 UTC
RemoteUrl: https://github.com/tsmodels/tstests
RemoteRef: HEAD
RemoteSha: f596ecbbc024a51bbc7057b575306113869118fe
NeedsCompilation: no
Packaged: 2026-06-12 08:30:04 UTC; root
Author: Alexios Galanos [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0000-9308-0457>)