Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models R package tseriesTARMA version 0.5-2 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Routines for nonlinear time series analysis based on Threshold Autoregressive Moving Average (TARMA) models. It provides functions and methods for: TARMA model fitting and forecasting, including robust estimators, see Goracci et al. JBES (2025) <doi:10.1080/07350015.2024.2412011>; tests for threshold effects, see Giannerini et al. JoE (2024) <doi:10.1016/j.jeconom.2023.01.004>, Goracci et al. Statistica Sinica (2023) <doi:10.5705/ss.202021.0120>, Angelini et al. (2024) OBES <doi:10.1111/obes.12647>; unit-root tests based on TARMA models, see Chan et al. Statistica Sinica (2024) <doi:10.5705/ss.202022.0125>. Software Depends: R (>= 3.5.0) Imports: methods, stats, Rsolnp, lbfgsb3c, Matrix, Rdpack, mathjaxr, rugarch, zoo, fitdistrplus Suggests: knitr, rmarkdown Simone Giannerini <simone.giannerini@uniud.it> Comprehensive R Archive Network (CRAN) Simone Giannerini [aut, cre] (ORCID: <https://orcid.org/0000-0002-0710-668X>), Greta Goracci [aut] (ORCID: <https://orcid.org/0000-0001-5212-0539>) GPL (>= 2) 2026-02-13 application/tgz https://CRAN.R-project.org/package=tseriesTARMA doi:10.32614/CRAN.package.tseriesTARMA