To cite package ‘CepReg’ in publications use: Xia Q, Li Z (2025). _CepReg: A Cepstral Model for Covariate-Dependent Time Series_. R package version 0.1.3, . A BibTeX entry for LaTeX users is @Manual{, title = {CepReg: A Cepstral Model for Covariate-Dependent Time Series}, author = {Qi Xia and Zeda Li}, year = {2025}, note = {R package version 0.1.3}, url = {https://CRAN.R-project.org/package=CepReg}, }