Positive Time Series Regression

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. .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("PTSR")

0.1.3 by Taiane Schaedler Prass, a year ago


Browse source code at https://github.com/cran/PTSR


Authors: Taiane Schaedler Prass [aut, cre, com] (ORCID: , Jonas Hendler Carlos [aut] , Cleiton Guollo Taufemback [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports extraDistr, SuppDists, actuar, numDeriv


See at CRAN