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dse (version 2004.10-1)

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Install

install.packages('dse')

Monthly Downloads

142

Version

2004.10-1

License

Free. See the LICENCE file for details.

Maintainer

Paul Gilbert

Last Published

February 26th, 2020

Functions in dse (2004.10-1)

periodsInput

TSdata Periods
stability

Calculate Stability of a TSmodel
TSestModel

Estimated Time Series Model
bestTSestModel

Select Best Model
SS

State Space Models
MittnikReducedModels

Reduced Models via Mittnik SVD balancing
tframed.TSdata

Specific Methods for tframed Data
checkResiduals

Autocorrelations Diagnostics
toSS

Convert to State Space Model
informationTestsCalculations

Calculate selection criteria
combine.TSdata

Combine series from two TSdata objects.
estSSMittnik

Estimate a State Space Model
Polynomials

Polynomial Utilities
fixF

Set SS Model F Matrix to Constants
estBlackBox

Estimate a TSmodel
nseriesInput

Number of Series in in Input or Output
l

Evaluate a TSmodel
DSEversion

Print Version Information
observability

Calculate Model Observability Matrix
diffLog

Calculate the difference of log data
l.SS

Evaluate a state space TSmodel
testEqual.ARMA

Specific Methods for Testing Equality
coef.TSmodel

Extract Model Parameters
summary.TSdata

Specific Methods for Summary
toARMA

Convert to an ARMA Model
combine

Combine two objects.
checkBalance

Check Balance of a TSmodel
TSmodel

Time Series Models
roots

Calculate Model Roots
TSdata.object

time series data object
addPlotRoots

Add Model Roots to a plot
findg

Find Equivalence Transformation
TSdata

Construct TSdata time series object
estWtVariables

Weighted Estimation
DSEutilities

DSE Utilities
estVARXar

Estimate a VAR TSmodel
estVARXls

Estimate a VAR TSmodel
toSSOform

Convert to Oform
setArrays

Set TSmodel Array Information
ytoypc

Convert to year to year percent change
l.ARMA

Evaluate an ARMA TSmodel
balanceMittnik

Balance a state space model
sourceInfo.TSdata

tfPADI Specific Methods
markovParms

Markov Parameters
checkConsistentDimensions

Check Consistent Dimensions
print.TSestModel

Display TSmodel Arrays
plot.roots

Plot Model Roots
MittnikReduction

Balance and Reduce a Model
smoother

Evaluate a smoother with a TSmodel
egJofF.1dec93.data

Eleven Time Series used in Gilbert (1995)
checkBalanceMittnik

Check Balance of a TSmodel
print.TSdata

Print Specific Methods
setTSmodelParameters

Set TSmodel Parameter Information
DSECOMPILED

Use Compiled or S/R Code