Time Series Goodness of Fit and Forecast Evaluation Tests

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Documentation for package ‘tstests’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

arma_forecast	Sample ARMA Forecast Data
as_flextable.tstest	Transform a summary object into flextable
as_flextable.tstest.berkowitz	Transform a summary object into flextable
as_flextable.tstest.dac	Transform a summary object into flextable
as_flextable.tstest.gmm	Transform a summary object into flextable
as_flextable.tstest.hongli	Transform a summary object into flextable
as_flextable.tstest.minzar	Transform a summary object into flextable
as_flextable.tstest.nyblom	Transform a summary object into flextable
as_flextable.tstest.shortfall_de	Transform a summary object into flextable
as_flextable.tstest.signbias	Transform a summary object into flextable
as_flextable.tstest.vares	Transform a summary object into flextable
as_flextable.tstest.var_cp	Transform a summary object into flextable
berkowitz_test	Berkowitz Forecast Density Test
dac_test	Directional Accuracy Tests
garch_forecast	Sample GARCH Forecast Data
gmm_test	GMM Orthogonality Test
hongli_test	The Non-Parametric Density Test of Hong and Li
minzar_test	Mincer-Zarnowitz Test
nyblom_test	Nyblom-Hansen Parameter Constancy Test
print.tstest	Test Print method
print.tstest.berkowitz	Test Print method
print.tstest.dac	Test Print method
print.tstest.gmm	Test Print method
print.tstest.hongli	Test Print method
print.tstest.minzar	Test Print method
print.tstest.nyblom	Test Print method
print.tstest.shortfall_de	Test Print method
print.tstest.signbias	Test Print method
print.tstest.vares	Test Print method
print.tstest.var_cp	Test Print method
shortfall_de_test	Expected Shortfall DE Test
shortfall_test	Expected Shortfall DE Test
signbias_test	Sign Bias Test
spy	SPY ETF Adjusted Close
var_cp_test	Value at Risk CP Test
var_test	Value at Risk and Expected Shortfall Tests