{ "_id": "6ab8f25799f7aa8c6aa38c78", "Package": "MAARTS", "Type": "Package", "Title": "Merger and Acquisition Autoregressive Time-Series Models", "Version": "1.0.0", "Authors@R": "c(\nperson(\"Shikhar\", \"Tyagi\",\nemail = \"shikhar1093tyagi@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0003-1606-0844\")),\nperson(\"Mohd\", \"Mudassir\",\nemail = \"mudassir94stats@gmail.com\",\nrole = \"aut\"),\nperson(\"Vrijesh\", \"Tripathi\",\nemail = \"vrijesh.tripathi@uwi.edu\",\nrole = \"aut\"))", "Description": "Implements comprehensive Merger and Acquisition ('M&A')\nAutoregressive ('AR') time-series models with full statistical\nanalysis capabilities. The package provides parameter\nestimation, forecasting with confidence intervals (80%, 90%,\n95%, 99%), descriptive statistics, stationarity tests\n(Augmented Dickey-Fuller ('ADF'), Phillips-Perron,\nKwiatkowski-Phillips-Schmidt-Shin ('KPSS'), Dickey-Fuller\nGeneralized Least Squares ('DF-GLS')), autocorrelation analysis\n(Autocorrelation Function ('ACF'), Partial Autocorrelation\nFunction ('PACF')), model diagnostics (Ljung-Box, Box-Pierce),\naccuracy measures (Mean Squared Error ('MSE'), Mean Absolute\nError ('MAE'), Mean Absolute Scaled Error ('MASE'), Root Mean\nSquared Error ('RMSE'), Symmetric Mean Absolute Percentage\nError ('SMAPE'), F-statistic), residual diagnostics (normality\ntests, heteroscedasticity tests), model stability analysis,\nimpulse response, information criteria (Akaike Information\nCriterion ('AIC'), Bayesian Information Criterion ('BIC'),\nHannan-Quinn Information Criterion ('HQIC')), structural break\nanalysis, spectral analysis, and Monte Carlo simulation. 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