MAARTS: Merger and Acquisition Autoregressive Time-Series Models

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>.

Version:	1.0.0
Depends:	R (≥ 4.0.0)
Imports:	forecast, tseries, urca, stats, graphics, grDevices, utils, lmtest, sandwich, nortest, moments, strucchange, ggplot2, gridExtra, MASS, numDeriv
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-07-26
DOI:	10.32614/CRAN.package.MAARTS (may not be active yet)
Author:	Shikhar Tyagi [aut, cre], Mohd Mudassir [aut], Vrijesh Tripathi [aut]
Maintainer:	Shikhar Tyagi <shikhar1093tyagi at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Language:	en-US
CRAN checks:	MAARTS results

Documentation:

Reference manual:	MAARTS.html , MAARTS.pdf
Vignettes:	MAARTS User Guide (source, R code)

Downloads:

Package source:	MAARTS_1.0.0.tar.gz
Windows binaries:	r-devel: MAARTS_1.0.0.zip, r-release: not available, r-oldrel: MAARTS_1.0.0.zip
macOS binaries:	r-release (arm64): MAARTS_1.0.0.tgz, r-oldrel (arm64): MAARTS_1.0.0.tgz, r-release (x86_64): MAARTS_1.0.0.tgz, r-oldrel (x86_64): MAARTS_1.0.0.tgz

Linking:

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