A B C D E F G I L M N O P R S T W
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 |
addPlotRoots | Add Model Roots to a plot |
ARMA | ARMA Model Constructor |
as.TSdata | Construct TSdata time series object |
balanceMittnik | Balance a state space model |
bestTSestModel | Select Best Model |
bft | Estimate a TSmodel |
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 |
dse | Dynamic Systems Estimation - Multivariate Time Series Package |
DSEversion | Print Version Information |
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 |
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 |
gmap | Basis Transformation of a Model. |
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 | 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 |
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 |
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 |
observability | Calculate Model Observability Matrix |
old.estVARXar | Estimate a VAR TSmodel |
outputData | TSdata Series |
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 |
reachability | Calculate Model Reachability Matrix |
residualStats | Calculate Residuals Statistics and Likelihood |
Riccati | Riccati Equation |
roots | Calculate Model Roots |
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 |
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 |
window.TSdata | Specific Methods for tframed Data |