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timsac (version 1.3.6)

Time Series Analysis and Control Package

Description

Functions for statistical analysis, prediction and control of time series based mainly on Akaike and Nakagawa (1988) .

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Version

Install

install.packages('timsac')

Monthly Downloads

710

Version

1.3.6

License

GPL (>= 2)

Maintainer

Masami Saga

Last Published

March 6th, 2018

Functions in timsac (1.3.6)

armafit

ARMA Model Fitting
markov

Maximum Likelihood Computation of Markovian Model
optdes

Optimal Controller Design
optsim

Optimal Control Simulation
perars

Periodic Autoregression for a Scalar Time Series
prdctr

Prediction Program
Blsallfood

Blsallfood data
Canadianlynx

Time series of Canadian lynx data
covgen

Covariance Generation
decomp

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

Linear Filtering on a Multivariate Time Series
mlocar

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

Multivariate Case of Minimum AIC Method of AR Model Fitting
mulnos

Relative Power Contribution
simcon

Optimal Controller Design and Simulation
thirmo

Third Order Moments
LaborData

Labor force Data
baysea

Bayesian Seasonal Adjustment Procedure
Powerplant

Power Plant Data
bispec

Bispectrum
fpeaut

FPE Auto
fpec

AR model Fitting for Control
nonst

Non-stationary Power Spectrum Analysis
nonstData

Non-stationary Test Data
unimar

Univariate Case of Minimum AIC Method of AR Model Fitting
wnoise

White Noise Generator
xsarma

Exact Maximum Likelihood Method of Scalar ARMA Model Fitting
Amerikamaru

Amerikamaru Data
Airpollution

Airpollution Data
canarm

Canonical Correlation Analysis of Scalar Time Series
canoca

Canonical Correlation Analysis of Vector Time Series
exsar

Exact Maximum Likelihood Method of Scalar AR Model Fitting
fftcor

Auto And/Or Cross Correlations via FFT
mulrsp

Multiple Rational Spectrum
timsac-package

Time Series Analysis and Control Program Package
mulspe

Multiple Spectrum
autcor

Autocorrelation
autoarmafit

Automatic ARMA Model Fitting
bispecData

Univariate Test Data
unibar

Univariate Bayesian Method of AR Model Fitting
blocar

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

Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting
mulbar

Multivariate Bayesian Method of AR Model Fitting
mulcor

Multiple Correlation
mulfrf

Frequency Response Function (Multiple Channel)
raspec

Rational Spectrum
sglfre

Frequency Response Function (Single Channel)
auspec

Power Spectrum
blomar

Bayesian Method of Locally Stationary Multivariate AR Model Fitting
bsubst

Bayesian Type All Subset Analysis
locarData

Non-stationary Test Data