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timsac (version 1.3.0)

TIMe Series Analysis and Control package

Description

Functions for statistical analysis, prediction and control of time series.

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Version

Install

install.packages('timsac')

Monthly Downloads

863

Version

1.3.0

License

GPL (>= 2)

Maintainer

Masami Saga

Last Published

July 24th, 2013

Functions in timsac (1.3.0)

mulspe

Multiple Spectrum
bispec

Bispectrum
mlocar

Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Case
decomp

Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter
blomar

Bayesian Method of Locally Stationary Multivariate AR Model Fitting
simcon

Optimal Controller Design and Simulation
Airpolution

Airpolution Data
perars

Periodic Autoregression for a Scalar Time Series
mfilter

Linear Filtering on a Multivariate Time Series
nonstData

Non-stationary Test Data
Blsallfood

Blsallfood data
optsim

Optimal Control Simulation
mulrsp

Multiple Rational Spectrum
mulmar

Multivariate Case of Minimum AIC Method of AR Model Fitting
prdctr

Prediction Program
auspec

Power Spectrum
raspec

Rational Spectrum
mulnos

Relative Power Contribution
Amerikamaru

Amerikamaru Data
blocar

Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case
bsubst

Bayesian Type All Subset Analysis
Powerplant

Power Plant Data
autcor

Autocorrelation
covgen

Covariance Generation
canarm

Canonical Correlation Analysis of Scalar Time Series
Canadianlynx

Time series of Canadian lynx data
armafit

ARMA Model Fitting
canoca

Canonical Correlation Analysis of Vector Time Series
mulbar

Multivariate Bayesian Method of AR Model Fitting
optdes

Optimal Controller Design
xsarma

Exact Maximum Likelihood Method of Scalar ARMA Model Fitting
bispecData

Univariate Test Data
mulfrf

Frequency Response Function (Multiple Channel)
mlomar

Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting
baysea

Bayesian Seasonal Adjustment Procedure
markov

Maximum Likelihood Computation of Markovian Model
exsar

Exact Maximum Likelihood Method of Scalar AR Model Fitting
autoarmafit

Automatic ARMA Model Fitting
fpec

AR model Fitting for Control
unibar

Univariate Bayesian Method of AR Model Fitting
mulcor

Multiple Correlation
timsac-package

Time Series Analysis and Control Program Package
sglfre

Frequency Response Function (Single Channel)
wnoise

White Noise Generator
thirmo

Third Order Moments
LaborData

Labor force Data
unimar

Univariate Case of Minimum AIC Method of AR Model Fitting
fpeaut

FPE Auto
fftcor

Auto And/Or Cross Correlations via FFT
locarData

Non-stationary Test Data
nonst

Non-stationary Power Spectrum Analysis