tstests

1.0.2

Time Series Goodness of Fit and Forecast Evaluation Tests

2packages depend

8.6Kdownloads / year

10.4%test coverage

12/13checks pass

Overview

About

Maintained by Alexios GalanosFirst published 2024-05-153 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tstests", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tsmodels/tstests")

Development version from tsmodels/tstests. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tstests

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tstests

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tstests

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.8 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.02

10.4%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-27
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-09
0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 63%

Downloads

8.6K

CRAN downloads in the past year

Rank #4,676 · ~24/day · ~717/mo

Releases R versions

Daily download trend is not available in this view yet.

47630 days

1.9K90 days

8.6K1 year

Compare downloads with other packages →

Also on134 r2u

Repository

GitHub ↗ tsmodels/tstests

5Stars

1Forks

0Open issues

0Open PRs

0Releases

26Commits

1Contributors

forecastingrstatistical-tests

26 commits · Last activity 2026-03-14

Stars over time

2024-10-28 · 52026-07-07 · 5

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/tsmodels/tstests on 2026-07-30.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (3)

R >= 4.1.0methodstsmethods

Imports (6)

data.table flextable Rdpack car ks xts

LinkingTo (0)

none

Suggests (6)

knitr rmarkdown sandwich testthat tsdistributions tsgarch

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

tsissm tsmarch

Code & Tests

People & History

People (1)

Maintainer (1)

Alexios Galanos

Author, Maintainer, Copyright holder

Authors (1)

Alexios Galanos

Author, Maintainer, Copyright holder

Alexios Galanos

Author, Maintainer, Copyright holder

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

1.0.2Latest
2026-07-19 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.0.1
2024-10-25 · diff ↗
1.0.0
2024-05-15
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-05-15
Total releases: 3 / 2 yrs
License: GPL-2 OSI
Minimum R: ≥ 4.1.0
Bundled data: 57 KB / 3 files
Download size: 1.9 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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