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tstests

Time Series Goodness of Fit and Forecast Evaluation Tests

v1.0.1 · Oct 24, 2024 · GPL-2

Description

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.

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CRAN Check Status

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (13 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-oldrel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'

Check History

NOTE 0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-oldrel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
ERROR 0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
ERROR r-devel-linux-x86_64-debian-gcc

package dependencies

Packages required but not available: 'flextable', 'car'

Package suggested but not available for checking: ‘tsgarch’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-oldrel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-oldrel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE 3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘berkowitz.R’ ‘dac.R’ ‘gmm.R’ ‘hongli.R’ ‘minzar.R’ ‘nyblom.R’
    ‘shortfall_de.R’ ‘signbias.R’ ‘var.R’ ‘var_cp.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'berkowitz.R' 'dac.R' 'gmm.R' 'hongli.R' 'minzar.R' 'nyblom.R'
    'shortfall_de.R' 'signbias.R' 'var.R' 'var_cp.R'

Reverse Dependencies (2)

suggests

Dependency Network

Dependencies Reverse dependencies tsmethods data.table flextable Rdpack car ks xts tsissm tsmarch tstests

Version History

3 tracked
new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 1.0.0 diff Oct 24, 2024
new 1.0.0 May 14, 2024