Merger and Acquisition Autoregressive Time-Series Models
Overview
Implements comprehensive Merger and Acquisition ('M&A') Autoregressive ('AR') time-series models with full statistical analysis capabilities. The package provides parameter estimation, forecasting with confidence intervals (80%, 90%, 95%, 99%), descriptive statistics, stationarity tests (Augmented Dickey-Fuller ('ADF'), Phillips-Perron, Kwiatkowski-Phillips-Schmidt-Shin ('KPSS'), Dickey-Fuller Generalized Least Squares ('DF-GLS')), autocorrelation analysis (Autocorrelation Function ('ACF'), Partial Autocorrelation Function ('PACF')), model diagnostics (Ljung-Box, Box-Pierce), accuracy measures (Mean Squared Error ('MSE'), Mean Absolute Error ('MAE'), Mean Absolute Scaled Error ('MASE'), Root Mean Squared Error ('RMSE'), Symmetric Mean Absolute Percentage Error ('SMAPE'), F-statistic), residual diagnostics (normality tests, heteroscedasticity tests), model stability analysis, impulse response, information criteria (Akaike Information Criterion ('AIC'), Bayesian Information Criterion ('BIC'), Hannan-Quinn Information Criterion ('HQIC')), structural break analysis, spectral analysis, and Monte Carlo simulation. Models are based on: Kumar, Mudassir, and Agiwal (2024) https://ph02.tci-thaijo.org/index.php/thaistat/article/view/253436, Kumar, Mudassir, and Srivastava (2025) doi:10.1007/s44199-025-00104-3, Kumar and Mudassir (2025) doi:10.19139/soic-2310-5070-2029.
Install
Health
- OK13 OK2026-08-05
- NOTE11 OK, 1 NOTE2026-08-01
- OK8 OK2026-07-27
Documentation
- Help pages
- 43 (3 internal)includes a package overview page
- Examples that run
- 100%19 run in a plain check
- Exported functions with examples
- 74%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
- MAARTS User Guide HTML
Downloads
Dependencies
Installing MAARTS adds 41 packages (23 with compiled code, 27 MB of source tarballs). Heaviest: ggplot2 6.0 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
- 1.0.0Latest2026-07-26 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-26
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 0.8 KB / 1 file
- Download size
- 63 KB
Cite
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