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dse (version 2006.1-1)
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Install
install.packages('dse')
Monthly Downloads
142
Version
2006.1-1
License
Free. See the LICENCE file for details.
Maintainer
Paul Gilbert
Last Published
February 26th, 2020
Functions in dse (2006.1-1)
Search all functions
Polynomials
Polynomial Utilities
TSestModel
Estimated Time Series Model
checkBalanceMittnik
Check Balance of a TSmodel
coef.TSmodel
Extract Model Parameters
checkBalance
Check Balance of a TSmodel
combine
Combine two objects.
l.ARMA
Evaluate an ARMA TSmodel
markovParms
Markov Parameters
setTSmodelParameters
Set TSmodel Parameter Information
MittnikReduction
Balance and Reduce a Model
TSdata.object
time series data object
SS
State Space Models
checkConsistentDimensions
Check Consistent Dimensions
fixF
Set SS Model F Matrix to Constants
estBlackBox
Estimate a TSmodel
periodsInput
TSdata Periods
observability
Calculate Model Observability Matrix
toARMA
Convert to an ARMA Model
print.TSestModel
Display TSmodel Arrays
DSEutilities
DSE Utilities
TSdata
Construct TSdata time series object
DSEversion
Print Version Information
TSrestrictedModel
Restrict Model Coefficients
TSmodel
Time Series Models
bestTSestModel
Select Best Model
checkResiduals
Autocorrelations Diagnostics
combine.TSdata
Combine series from two TSdata objects.
diffLog
Calculate the difference of log data
estSSMittnik
Estimate a State Space Model
setArrays
Set TSmodel Array Information
testEqual.ARMA
Specific Methods for Testing Equality
stability
Calculate Stability of a TSmodel
acf
Calculate the acf for an object
addPlotRoots
Add Model Roots to a plot
egJofF.1dec93.data
Eleven Time Series used in Gilbert (1995)
estVARXar
Estimate a VAR TSmodel
estWtVariables
Weighted Estimation
informationTestsCalculations
Calculate selection criteria
l
Evaluate a TSmodel
nseriesInput
Number of Series in in Input or Output
plot.roots
Plot Model Roots
print.TSdata
Print Specific Methods
ytoypc
Convert to year to year percent change
estVARXls
Estimate a VAR TSmodel
toSSOform
Convert to Oform
smoother
Evaluate a smoother with a TSmodel