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dse (version 2005.9-1)
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2000.9-1
Install
install.packages('dse')
Monthly Downloads
142
Version
2005.9-1
License
Free. See the LICENCE file for details.
Maintainer
Paul Gilbert
Last Published
February 26th, 2020
Functions in dse (2005.9-1)
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MittnikReducedModels
Reduced Models via Mittnik SVD balancing
SS
State Space Models
TSdata.object
time series data object
estBlackBox
Estimate a TSmodel
estSSMittnik
Estimate a State Space Model
informationTestsCalculations
Calculate selection criteria
nseriesInput
Number of Series in in Input or Output
ytoypc
Convert to year to year percent change
TSdata
Construct TSdata time series object
DSEutilities
DSE Utilities
TSestModel
Estimated Time Series Model
Polynomials
Polynomial Utilities
acf
Calculate the acf for an object
bestTSestModel
Select Best Model
coef.TSmodel
Extract Model Parameters
addPlotRoots
Add Model Roots to a plot
combine
Combine two objects.
l.ARMA
Evaluate an ARMA TSmodel
markovParms
Markov Parameters
setTSmodelParameters
Set TSmodel Parameter Information
periodsInput
TSdata Periods
testEqual.ARMA
Specific Methods for Testing Equality
tframed.TSdata
Specific Methods for tframed Data
smoother
Evaluate a smoother with a TSmodel
toSS
Convert to State Space Model
toSSOform
Convert to Oform
DSEversion
Print Version Information
balanceMittnik
Balance a state space model
checkBalance
Check Balance of a TSmodel
checkConsistentDimensions
Check Consistent Dimensions
checkResiduals
Autocorrelations Diagnostics
egJofF.1dec93.data
Eleven Time Series used in Gilbert (1995)
diffLog
Calculate the difference of log data
findg
Find Equivalence Transformation
estVARXar
Estimate a VAR TSmodel
estVARXls
Estimate a VAR TSmodel
fixF
Set SS Model F Matrix to Constants
l.SS
Evaluate a state space TSmodel
l
Evaluate a TSmodel
toARMA
Convert to an ARMA Model
print.TSestModel
Display TSmodel Arrays
observability
Calculate Model Observability Matrix
plot.roots
Plot Model Roots
MittnikReduction
Balance and Reduce a Model
TSmodel
Time Series Models
TSrestrictedModel
Restrict Model Coefficients
checkBalanceMittnik
Check Balance of a TSmodel
combine.TSdata
Combine series from two TSdata objects.
estWtVariables
Weighted Estimation
setArrays
Set TSmodel Array Information
summary.TSdata
Specific Methods for Summary
stability
Calculate Stability of a TSmodel
print.TSdata
Print Specific Methods