R Observatory: Metrics for tstests version 1.0.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tstests

1.0.2Package record

Time Series Goodness of Fit and Forecast Evaluation Tests

0packages dependsuggested by 2

7.5Kdownloads / year

10.4%test coverage

13/13flavors OK

Overview

About

Maintained by Alexios GalanosCRAN page ↗GitHub ↗Website ↗

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.

Changes in 1.0.2

Added R (>= 4.1.0) requirement for use of |> pipe.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tstests", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tsmodels/tstests")

Development version from tsmodels/tstests. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tstests

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tstests

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tstests

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.7 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-07-27
NOTE13 NOTE2026-06-09
ERROR12 NOTE, 1 ERROR2026-06-08

Show 1 earlier changeHide 1 earlier change

NOTE3 OK, 11 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.2

README· In the repository, left out of the releaseVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 1.0.2Citation fileNoWebsiteYes

Help pages: 16 (1 internal)includes a package overview page
Examples that run: 100%9 run in a plain check
Exported functions with examples: 90%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 63% with a bibliography file

Vignettes (1)

Time Series Tests

How these are measured

Downloads

7.5K

CRAN downloads in the past year

Rank #10,205 · ~21/day · ~626/mo

Releases R versions

Daily download trend is not available in this view yet.

35730 days

99890 days

7.5K1 year

Compare downloads with other packages →

Also on125 r2u7 autocran

How downloads are counted

Repository

tsmodels/tstests ↗Organization: tsmodels

6Stars

1Forks

0Open issues

0Open PRs

0Releases

26Commits

1Commit identities

forecastingrstatistical-tests

26 commits · Last activity 2026-03-14 · +20% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 55
Median days to close, 50 most recently updated closed PRs: not measured

Stars over time

2024-10-28 · 52026-10-21 · 6

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/tsmodels/tstests on 2026-10-22.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Installing tstests adds 107 packages (63 with compiled code, 95 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (3)

R >= 4.1.0methodstsmethods

Imports (6)

data.table flextable Rdpack car ks xts

LinkingTo (0)

none

Suggests (6)

knitr rmarkdown sandwich testthat tsdistributions tsgarch

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 2

Suggests, most downloaded first

tsmarch tsissm

How these are counted

Code & Tests

Datasets

People & History

People (1)

Alexios Galanos

Releases (3)

Pick two releases to compare their code metrics.

1.0.2Latest
record
2026-07-18 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.0.1
record
2024-10-25 · diff ↗
1.0.0
record
2024-05-15
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-05-15
Total releases: 3 / 2 yrs
License: GPL-2 OSI
Minimum R: ≥ 4.1.0
Bundled data: 57 KB / 3 files
Download size: 2.0 MB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tstests")

Format

Galanos, A. (2026). tstests: Time Series Goodness of Fit and Forecast Evaluation Tests (Version 1.0.2) [Computer software]. https://doi.org/10.32614/CRAN.package.tstests

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tstests version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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