# TSSS v1.2.3

0

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## Time Series Analysis with State Space Model

Functions for statistical analysis, modeling and simulation of time
series with state space model, based on the methodology in Kitagawa
(1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).

## Functions in TSSS

Name | Description | |

BLSALLFOOD | BLSALLFOOD Data | |

plot.smooth | Plot Mean Vectors of Smoother | |

plot.spg | Plot Smoothed Periodogram | |

Temperature | Temperatures Data | |

fftper | Compute a Periodogram via FFT | |

klinfo | Kullback-Leibler Information | |

pdfunc | Probability Density Function | |

period | Compute a Periodogram | |

lsar | Decomposition of Time Interval to Stationary Subintervals | |

lsar.chgpt | Estimation of the Change Point | |

plot.arma | Plot Analysis Result of ARMA Model | |

plot.lsqr | Plot Fitted Trigonometric Polynomial | |

simssm | Simulation by Gaussian State Space Model | |

tsmooth | Prediction and Interpolation of Time Series | |

tvar | Time Varying Coefficients AR Model | |

trend | Trend Estimation | |

WHARD | Wholesale Hardware Data | |

arfit | Univariate AR Model Fitting | |

unicor | Autocovariance and Autocorrelation | |

marlsq | Least Squares Method for Multivariate AR Model | |

marspc | Cross Spectra and Power Contribution | |

armafit | Scalar ARMA Model Fitting | |

armaimp | Calculate Characteristics of Scalar ARMA Model | |

lsqr | The Least Squares Method via Householder Transformation | |

marfit | Yule-Walker Method of Fitting Multivariate AR Model Fitting | |

plot.ngsmth | Plot Smoothed Density Function | |

plot.polreg | Plot Fitted Polynomial Trend | |

ngsim | Simulation by Non-Gaussian State Space Model | |

plot.tvspc | Plot Evolutionary Power Spectra Obtained by Time Varying AR Model | |

plot.trend | Plot Trend and Residuals | |

ngsmth | Non-Gaussian Smoothing | |

MYE1F | Seismic Data | |

Sunspot | Sun Spot Number Data | |

plot.season | Plot Trend, Seasonal and AR Components | |

plot.simulate | Plot Simulated Data Generated by State Space Model | |

polreg | Polynomial Regression Model | |

season | Seasonal Adjustment | |

tvspc | Evolutionary Power Spectra by Time Varying AR Model | |

tvvar | Time Varying Variance | |

TSSS-package | Time Series Analysis with State Space Model | |

HAKUSAN | Ship's Navigation Data | |

boxcox | Box-Cox Transformation | |

crscor | Cross-Covariance and Cross-Correlation | |

No Results! |

## Last month downloads

## Details

License | GPL (>= 2) |

MailingList | Please send bug reports to ismrp@jasp.ism.ac.jp |

NeedsCompilation | yes |

Packaged | 2019-04-14 23:38:47 UTC; msaga |

Repository | CRAN |

Date/Publication | 2019-04-15 08:22:42 UTC |

depends | datasets , R (>= 3.4.0) , stats |

imports | graphics |

suggests | utils |

Contributors | The of Statistical Mathematics |

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