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# CITATION.cff file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "MAARTS" in publications use:'
type: software
license: GPL-3.0-only
title: 'MAARTS: Merger and Acquisition Autoregressive Time-Series Models'
version: 1.0.0
doi: 10.32614/CRAN.package.MAARTS
abstract: '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) <https://doi.org/10.1007/s44199-025-00104-3>,
  Kumar and Mudassir (2025) <https://doi.org/10.19139/soic-2310-5070-2029>.'
authors:
- family-names: Tyagi
  given-names: Shikhar
  email: shikhar1093tyagi@gmail.com
  orcid: https://orcid.org/0000-0003-1606-0844
- family-names: Mudassir
  given-names: Mohd
  email: mudassir94stats@gmail.com
- family-names: Tripathi
  given-names: Vrijesh
  email: vrijesh.tripathi@uwi.edu
repository: https://shikhartyagi.r-universe.dev
commit: bb4b2898f6e29cbd9673d9d8f9165eb6420e1036
date-released: '2026-07-26'
contact:
- family-names: Tyagi
  given-names: Shikhar
  email: shikhar1093tyagi@gmail.com
  orcid: https://orcid.org/0000-0003-1606-0844