Mihyun Kim, Gregory Rice, Chi-Kuang Yeh, Yuqian Zhao

September 26, 2024

Implementation of the robust tools to 1) visualize and perform inference on the autocorrelation structure of time series of functional data objects, and 2) perform goodness-of-fit tests for popular functional time series models.

Install the R devtools package and run

devtools::install_github("veritasmih/FTSgof")

Kim, M., Rice, G, Zhao, Y and Yeh, C.-K. (2024+) FTSgof: White noise and goodness-of-fit tests for functional time series in R. arXiv.