Package: MAARTS
Type: Package
Title: Merger and Acquisition Autoregressive Time-Series Models
Version: 1.0.0
Authors@R: c(
    person("Shikhar", "Tyagi",
        email = "shikhar1093tyagi@gmail.com",
        role = c("aut", "cre"),
        comment = c(ORCID = "0000-0003-1606-0844")),
    person("Mohd", "Mudassir",
        email = "mudassir94stats@gmail.com",
        role = "aut"),
    person("Vrijesh", "Tripathi",
        email = "vrijesh.tripathi@uwi.edu",
        role = "aut"))
Description: 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>.
License: GPL-3
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
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.3.3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-09-27 10:35:18 UTC; root
Author: Shikhar Tyagi [aut, cre] (ORCID:
        <https://orcid.org/0000-0003-1606-0844>), Mohd Mudassir [aut],
        Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Config/pak/sysreqs: libssl-dev
Repository: https://shikhartyagi.r-universe.dev
Date/Publication: 2026-07-26 11:00:02 UTC
RemoteUrl: https://github.com/cran/MAARTS
RemoteRef: HEAD
RemoteSha: bb4b2898f6e29cbd9673d9d8f9165eb6420e1036