Package: tsexplorer
Type: Package
Title: Exploratory and Diagnostic Tools for Time Series and Forecasts
Version: 0.1.0
Authors@R: c(
    person("Diego J.", "Pedregal", email = "diego.pedregal@uclm.es",
           role = c("aut", "cre", "cph")),
    person("Ludwig", "Kanzler", role = "ctb",
           comment = "Original BDS test algorithm"))
Description: 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.
License: GPL-3
URL: https://github.com/djpedregal/tsexplorer
BugReports: https://github.com/djpedregal/tsexplorer/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.1.0)
Imports: graphics, grDevices, stats, utils
Suggests: shiny, tcltk, testthat (>= 3.0.0), jsonlite, tseries, urca,
        xts, zoo
Config/testthat/edition: 3
Roxygen: list(markdown = TRUE)
Config/roxygen2/version: 8.1.0
Repository: https://djpedregal.r-universe.dev
Date/Publication: 2026-10-13 10:07:57 UTC
RemoteUrl: https://github.com/djpedregal/tsexplorer
RemoteRef: HEAD
RemoteSha: 542370c1996040ea5772321275bda25c529e3cda
RemoteSubdir: r
NeedsCompilation: no
Packaged: 2026-10-22 13:14:01 UTC; root
Author: Diego J. Pedregal [aut, cre, cph],
  Ludwig Kanzler [ctb] (Original BDS test algorithm)
Maintainer: Diego J. Pedregal <diego.pedregal@uclm.es>