Dynamic Systems Estimation (time series package)


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Documentation for package ‘dse1’ version 2008.10-1

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A B C D E F G I L M N O P R S T W

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dse-package Dynamic Systems Estimation - Multivariate Time Series Package

-- --

.DSEflags Flags to Indicate Use of Compiled Code
00.dse.Intro Dynamic Systems Estimation - Multivariate Time Series Package

-- A --

addPlotRoots Add Model Roots to a plot
ARMA ARMA Model Constructor
as.TSdata Construct TSdata time series object

-- B --

balanceMittnik Balance a state space model
bestTSestModel Select Best Model
bft Estimate a TSmodel

-- C --

characteristicPoly Polynomial Utilities
checkBalance Check Balance of a TSmodel
checkBalanceMittnik Check Balance of a TSmodel
checkConsistentDimensions Check Consistent Dimensions
checkResiduals Autocorrelations Diagnostics
checkScale Scale Methods for TS objects
coef.TSestModel Extract or set Model Parameters
coef.TSmodel Extract or set Model Parameters
combine Combine two objects.
combine.TSdata Combine series from two TSdata objects.
companionMatrix Polynomial Utilities

-- D --

dse Dynamic Systems Estimation - Multivariate Time Series Package
DSEversion Print Version Information

-- E --

eg1.dat Four Time Series used in Gilbert (1993)
eg1.DSE.data Four Time Series used in Gilbert (1993)
egJofF.1dec93.data Eleven Time Series used in Gilbert (1995)
end.TSdata Specific Methods for tframed Data
end.TSestModel Specific Methods for tframed Data
endInput TSdata Periods
endOutput TSdata Periods
estBlackBox Estimate a TSmodel
estBlackBox1 Estimate a TSmodel
estBlackBox2 Estimate a TSmodel
estBlackBox3 Estimate a TSmodel
estBlackBox4 Estimate a TSmodel
estMaxLik Maximum Likelihood Estimation
estSSfromVARX Estimate a state space TSmodel using VAR estimation
estSSMittnik Estimate a State Space Model
estVARXar Estimate a VAR TSmodel
estVARXls Estimate a VAR TSmodel
estWtVariables Weighted Estimation

-- F --

fixConstants Fix TSmodel Coefficients (Parameters) to Constants
fixF Set SS Model F Matrix to Constants
frequency.TSdata Specific Methods for tframed Data
frequency.TSestModel Specific Methods for tframed Data
frequencyInput TSdata Periods
frequencyOutput TSdata Periods

-- G --

gmap Basis Transformation of a Model.

-- I --

informationTests Tabulates selection criteria
informationTestsCalculations Calculate selection criteria
inputData TSdata Series
is.ARMA ARMA Model Constructor
is.innov.SS State Space Models
is.nonInnov.SS State Space Models
is.SS State Space Models
is.TSdata Construct TSdata time series object
is.TSestModel Estimated Time Series Model
is.TSmodel Time Series Models

-- L --

l Evaluate a TSmodel
l.ARMA Evaluate an ARMA TSmodel
l.SS Evaluate a state space TSmodel
l.TSdata Evaluate a TSmodel
l.TSestModel Evaluate a TSmodel

-- M --

markovParms Markov Parameters
McMillanDegree Calculate McMillan Degree
MittnikReducedModels Reduced Models via Mittnik SVD balancing
MittnikReduction Balance and Reduce a Model
MittnikReduction.from.Hankel Balance and Reduce a Model

-- N --

nseriesInput Number of Series in in Input or Output
nseriesOutput Number of Series in in Input or Output
nstates State Dimension of a State Space Model

-- O --

observability Calculate Model Observability Matrix
old.estVARXar Estimate a VAR TSmodel
outputData TSdata Series

-- P --

percentChange.TSdata Calculate percent change
percentChange.TSestModel Calculate percent change
periods.TSdata Specific Methods for tframed Data
periods.TSestModel Specific Methods for tframed Data
periodsInput TSdata Periods
periodsOutput TSdata Periods
plot.roots Plot Model Roots
polydet Polynomial Utilities
polyprod Polynomial Utilities
polyrootDet Polynomial Utilities
polysum Polynomial Utilities
polyvalue Polynomial Utilities
Portmanteau Calculate Portmanteau statistic
print.ARMA Display TSmodel Arrays
print.SS Display TSmodel Arrays
print.summary.ARMA Specific Methods for Summary
print.summary.SS Specific Methods for Summary
print.summary.TSdata Specific Methods for Summary
print.summary.TSestModel Specific Methods for Summary
print.TSdata Print Specific Methods
print.TSestModel Display TSmodel Arrays

-- R --

reachability Calculate Model Reachability Matrix
residualStats Calculate Residuals Statistics and Likelihood
Riccati Riccati Equation
roots Calculate Model Roots

-- S --

scale.ARMA Scale Methods for TS objects
scale.innov Scale Methods for TS objects
scale.nonInnov Scale Methods for TS objects
scale.TSdata Scale Methods for TS objects
scale.TSestModel Scale Methods for TS objects
seriesNames.TSdata Series Names Specific Methods
seriesNames.TSestModel Series Names Specific Methods
seriesNames.TSmodel Series Names Specific Methods
seriesNamesInput TSdata Series Names
seriesNamesOutput TSdata Series Names
simulate Simulate a TSmodel
smoother Evaluate a smoother with a TSmodel
SS State Space Models
stability Calculate Stability of a TSmodel
start.TSdata Specific Methods for tframed Data
start.TSestModel Specific Methods for tframed Data
startInput TSdata Periods
startOutput TSdata Periods
state Extract State
summary.ARMA Specific Methods for Summary
summary.SS Specific Methods for Summary
summary.TSdata Specific Methods for Summary
summary.TSestModel Specific Methods for Summary
sumSqerror Calculate sum of squared prediction errors
SVDbalanceMittnik Balance a state space model

-- T --

tbind.TSdata Specific Methods for tframed Data
testEqual.ARMA Specific Methods for Testing Equality
testEqual.SS Specific Methods for Testing Equality
testEqual.TSdata Specific Methods for Testing Equality
testEqual.TSestModel Specific Methods for Testing Equality
testEqual.TSmodel Specific Methods for Testing Equality
tfplot.TSdata Tfplot Specific Methods
tfplot.TSestModel Tfplot Specific Methods
tframed.TSdata Specific Methods for tframed Data
tfwindow.TSdata Specific Methods for tframed Data
toARMA Convert to an ARMA Model
toSS Convert to State Space Model
toSSaugment Convert to State Space Model
toSSChol Convert to Non-Innovation State Space Model
toSSinnov Convert to State Space Innovations Model
toSSnested Convert to State Space Model
toSSOform Convert to Oform
trimNA.TSdata Specific Methods for tframed Data
TSdata Construct TSdata time series object
TSdata.object time series data object
TSdata.TSdata Construct TSdata time series object
TSdata.TSestModel Construct TSdata time series object
TSestModel Estimated Time Series Model
TSmodel Time Series Models

-- W --

window.TSdata Specific Methods for tframed Data