ARCH models in Python
R Package for Bootstrap Unit Root Tests
Beer national sales forecasting
R Time series packages not included in CRAN Task View: Time Series Analysis
We are presenting a Bayesian local-level model and its extensions
These functions automate the process of checking for unit roots and transforming data to stationarity
Testing for and dating explosive dynamics (bubbles) in time series: PSY recursive right-tailed unit root tests (ADF, SADF, GSADF, BSADF) in Python. Python edition of the R package exuber.
Simulate Time Series Diagnostics
PhD-level deep-dive curriculum on nonstationarity, ARIMAX, and SARIMAX. 790-line SKILL.md + 5 self-contained runnable Python demos + 290-line statsmodels gotcha bank.
Research on integer-valued time series
Replication package for "Calibrating M-type unit-root tests in finite samples: exact tables, the sieve bootstrap and a kernel long-run variance": code, protocols, results and supplement. DOI 10.5281/zenodo.23424031
Unit root tests (ADF, KPSS, Zivot–Andrews) for Turkish monthly card spending, USD loan rates and prices, 2014–2024
Statistical analysis with R by using financial data
Diagnostic engine for time-series blocks: declare the block in a YAML and it warns when the tests don't support the specification. ADF/KPSS, Johansen, VAR/VECM. (ES/EN)
Migrate your Windows software inventory and automate the transition to an equivalent Arch Linux environment.
tsexplorer for MATLAB: exploratory and diagnostic tools for time series and forecasts (copy of matlab-new of djpedregal/tsexplorer, for File Exchange)
Connect Node.js applications to AI services, data sources, and automation tools through a unified API and Model Context Protocol server.
To associate your repository with the unit-root topic, visit your repo's landing page and select "manage topics."