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dse (version 2005.1-1)

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Version

Install

install.packages('dse')

Monthly Downloads

133

Version

2005.1-1

License

Free. See the LICENCE file for details.

Maintainer

Paul Gilbert

Last Published

February 26th, 2020

Functions in dse (2005.1-1)

checkResiduals

Autocorrelations Diagnostics
MittnikReduction

Balance and Reduce a Model
toSS

Convert to State Space Model
findg

Find Equivalence Transformation
testEqual.ARMA

Specific Methods for Testing Equality
DSEutilities

DSE Utilities
checkBalance

Check Balance of a TSmodel
fixF

Set SS Model F Matrix to Constants
combine

Combine two objects.
stability

Calculate Stability of a TSmodel
TSdata.object

time series data object
egJofF.1dec93.data

Eleven Time Series used in Gilbert (1995)
setArrays

Set TSmodel Array Information
observability

Calculate Model Observability Matrix
periodsInput

TSdata Periods
DSEversion

Print Version Information
TSdata

Construct TSdata time series object
SS

State Space Models
TSestModel

Estimated Time Series Model
estSSMittnik

Estimate a State Space Model
checkBalanceMittnik

Check Balance of a TSmodel
l.ARMA

Evaluate an ARMA TSmodel
checkConsistentDimensions

Check Consistent Dimensions
plot.roots

Plot Model Roots
TSmodel

Time Series Models
estVARXar

Estimate a VAR TSmodel
setTSmodelParameters

Set TSmodel Parameter Information
MittnikReducedModels

Reduced Models via Mittnik SVD balancing
smoother

Evaluate a smoother with a TSmodel
diffLog

Calculate the difference of log data
print.TSdata

Print Specific Methods
l

Evaluate a TSmodel
combine.TSdata

Combine series from two TSdata objects.
tframed.TSdata

Specific Methods for tframed Data
Polynomials

Polynomial Utilities
bestTSestModel

Select Best Model
addPlotRoots

Add Model Roots to a plot
informationTestsCalculations

Calculate selection criteria
l.SS

Evaluate a state space TSmodel
coef.TSmodel

Extract Model Parameters
estVARXls

Estimate a VAR TSmodel
markovParms

Markov Parameters
nseriesInput

Number of Series in in Input or Output
print.TSestModel

Display TSmodel Arrays
estWtVariables

Weighted Estimation
ytoypc

Convert to year to year percent change
estBlackBox

Estimate a TSmodel
summary.TSdata

Specific Methods for Summary
toARMA

Convert to an ARMA Model
toSSOform

Convert to Oform