tsexplorer: Exploratory and Diagnostic Tools for Time Series and Forecasts
Exploratory, descriptive and diagnostic tools for univariate
and multivariate time series and tools to evaluate and compare
forecasts: summary statistics and gaussianity tests; sample
autocorrelation functions with the Ljung and Box (1978)
<doi:10.1093/biomet/65.2.297> and Monti (1994) <doi:10.2307/2337080>
tests; information criteria and Granger (1969) <doi:10.2307/1912791>
causality; unit root tests of Dickey and Fuller (1979)
<doi:10.1080/01621459.1979.10482531> and Phillips and Perron (1988)
<doi:10.1093/biomet/75.2.335>; the cointegration test of Johansen (1988)
<doi:10.1016/0165-1889(88)90041-3>; heteroskedasticity tests;
non-linearity tests of McLeod and Li (1983)
<doi:10.1111/j.1467-9892.1983.tb00373.x>, Tsay (1986)
<doi:10.1093/biomet/73.2.461> and Brock, Dechert, Scheinkman and LeBaron
(1996) <doi:10.1080/07474939608800353>; spectral analysis; and forecast
accuracy measures with the Diebold and Mariano (1995)
<doi:10.1080/07350015.1995.10524599>, sign and Wilcoxon tests. Every
tool is a pure function returning an object with print and plot
methods; the graphical interfaces tooltest() and toolforecast()
('Tcl/Tk' windows or 'shiny' applications) give interactive access to
all of them.
| Version: |
0.1.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
graphics, grDevices, stats, utils |
| Suggests: |
shiny, tcltk, testthat (≥ 3.0.0), jsonlite, tseries, urca, xts, zoo |
| Published: |
2026-10-21 |
| DOI: |
10.32614/CRAN.package.tsexplorer (may not be active yet) |
| Author: |
Diego J. Pedregal [aut, cre, cph],
Ludwig Kanzler [ctb] (Original BDS test algorithm) |
| Maintainer: |
Diego J. Pedregal <diego.pedregal at uclm.es> |
| BugReports: |
https://github.com/djpedregal/tsexplorer/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/djpedregal/tsexplorer |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
tsexplorer results |
Documentation:
Downloads:
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