ts.extend swMATH ID: 40070 Software Authors: Ben O'Neill Description: R package ts.extend: Stationary Gaussian ARMA Processes and Other Time-Series Utilities. Stationary Gaussian ARMA processes and the stationary ’GARMA’ distribution are fundamental in time series analysis. Here we give utilities to compute the auto-covariance/auto-correlation for a stationary Gaussian ARMA process, as well as the probability functions (density, cumulative distribution, random generation) for random vectors from this distribution. We also give functions for the spectral intensity, and the permutation-spectrum test for testing a time-series vector for the presence of a signal. Homepage: https://cran.r-project.org/web/packages/ts.extend/index.html Source Code: https://github.com/cran/ts.extend Dependencies: R Keywords: arXiv_stat.CO; R; R package; Gaussian ARMA models; spectral intensity; permutation-spectrum test; time-series Related Software: zoo; timeDate; tseries; lubridate; xts; TSstudio; tsutils; forecast; chron; fts; R Cited in: 0 Documents Standard Articles 1 Publication describing the Software Year Gaussian ARMA models in the ts.extend package Ben O'Neill 2021