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: 2026-07-17 15:09:00 UTC; 30017827
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>
Repository: CRAN
Date/Publication: 2026-07-26 11:00:02 UTC
Built: R 4.6.0; ; 2026-07-26 14:12:13 UTC; unix
