PTSR: Positive Time Series Regression
Taiane Schaedler Prass, Jonas Hendler Carlos, Cleiton Guollo Taufemback · 2022
A collection of functions to simulate, estimate and forecast a wide range of regression based dynamic models for positive time series. This package implements the results presented in Prass, T.S.; Pumi, G.; Taufemback, C.G. and Carlos, J.H. (2025). "Positive time series regression models: theoretical and computational aspects". Computational Statistics 40, 1185–1215. .