TSdata.object

Class <code>TSdata</code> of time series data objects for use with TSmodels.

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

Paul Gilbert

Dynamic Systems Estimation (time series package)

TSdata.object function

This class of objects is returned by specific methods of the 
function TSdata or can be built according to the description below.

Generation

The <code>TSdata</code> class of objects has methods for the generic
functions <code>print, plot, start, end, ..., testEqual, seriesNames,
seriesNamesInput, seriesNamesOutput</code>
Also, the function <code>is.TSdata</code> is supported.

Methods

Other data classes inherit from the class <code>TSdata</code>.

Inheritance

Objects are a list with class the most general class <code>TSdata</code>. The
native form for this package has elements <code>input</code> and
<code>output</code>. Any other elements are ignored. <code>input</code> and
<code>output</code> are matrices (or tframe or time series matrices) of the
input and output data, with each series in a column.  It is possible to 
populate this structure directly from a time series database. See the 
<pkg>TSdbi</pkg> package for more details.

TSdata.object: time series data object

Description

Arguments

Generation

Methods

Inheritance

Structure

concept

See Also