To cite package ‘MTS’ in publications use:

Tsay RS, Wood D, Lachmann J (2022). MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models. R package version 1.2.1, https://CRAN.R-project.org/package=MTS.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {MTS: All-Purpose Toolkit for Analyzing Multivariate Time
      Series (MTS) and Estimating Multivariate Volatility Models},
    author = {Ruey S. Tsay and David Wood and Jon Lachmann},
    year = {2022},
    note = {R package version 1.2.1},
    url = {https://CRAN.R-project.org/package=MTS},
  }