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FTSgof: White noise and goodness-of-fit tests for functional time
series in R ================ Mihyun Kim, Gregory Rice, Chi-Kuang
Yeh, Yuqian Zhao
University of West Virginia, University of Waterloo, McGill University,
University of Sussex
September 25, 2024
Implementation of the robust tools to 1) visualize and perform inference on the autocorrelation structure of time series of functional data objects, and 2) perform goodness-of-fit tests for popular functional time series models.
Install the R devtools
package and run
devtools::install_github("veritasmih/FTSgof")Kim, M., Rice, G, Zhao, Y and Yeh, C.-K. (2024+) FTSgof: White noise and goodness-of-fit tests for functional time series in R. arXiv.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.