A B C D E F G H I L M N O P R S T W misc
dse-package | 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 |
checkBalance.ARMA | Check Balance of a TSmodel |
checkBalance.SS | Check Balance of a TSmodel |
checkBalance.TSestModel | Check Balance of a TSmodel |
checkBalanceMittnik | Check Balance of a TSmodel |
checkBalanceMittnik.ARMA | Check Balance of a TSmodel |
checkBalanceMittnik.SS | Check Balance of a TSmodel |
checkBalanceMittnik.TSestModel | Check Balance of a TSmodel |
checkConsistentDimensions | Check Consistent Dimensions |
checkConsistentDimensions.ARMA | Check Consistent Dimensions |
checkConsistentDimensions.default | Check Consistent Dimensions |
checkConsistentDimensions.SS | Check Consistent Dimensions |
checkConsistentDimensions.TSdata | Check Consistent Dimensions |
checkConsistentDimensions.TSestModel | Check Consistent Dimensions |
checkResiduals | Autocorrelations Diagnostics |
checkResiduals.default | Autocorrelations Diagnostics |
checkResiduals.TSdata | Autocorrelations Diagnostics |
checkResiduals.TSestModel | Autocorrelations Diagnostics |
checkScale | Scale Methods for TS objects |
checkScale.TSestModel | Scale Methods for TS objects |
checkScale.TSmodel | Scale Methods for TS objects |
coef.TSestModel | Extract or set Model Parameters |
coef.TSmodel | Extract or set Model Parameters |
coef<- | Extract or set Model Parameters |
coef<-.default | Extract or set Model Parameters |
combine | Combine two objects. |
combine.default | Combine two objects. |
combine.forecastCov | Combine 2 Forecast Cov Objects |
combine.forecastCovEstimatorsWRTdata | Combine 2 Forecast Cov Objects |
combine.forecastCovEstimatorsWRTtrue | Combine 2 Forecast Cov Objects |
combine.TSdata | Combine series from two TSdata objects. |
companionMatrix | Polynomial Utilities |
dse | Dynamic Systems Estimation - Multivariate Time Series Package |
dse.Intro | 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) |
eg1.DSE.data.diff | 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 |
endInput.TSdata | TSdata Periods |
endInput.TSestModel | TSdata Periods |
endOutput | TSdata Periods |
endOutput.TSdata | TSdata Periods |
endOutput.TSestModel | TSdata Periods |
estBlackBox | Estimate a TSmodel |
estBlackBox1 | Estimate a TSmodel |
estBlackBox2 | Estimate a TSmodel |
estBlackBox3 | Estimate a TSmodel |
estBlackBox4 | Estimate a TSmodel |
estimateModels | Estimate Models |
estimatorsHorizonForecastsWRTdata | Estimate models and forecast at given horizons |
estMaxLik | Maximum Likelihood Estimation |
estMaxLik.TSdata | Maximum Likelihood Estimation |
estMaxLik.TSestModel | Maximum Likelihood Estimation |
estMaxLik.TSmodel | 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 |
excludeForecastCov | Filter Object to Remove Forecasts |
extractforecastCov | Extract Forecast Covariance |
extractforecastCov.forecastCovEstimatorsFromModel | Extract Forecast Covariance |
extractforecastCov.forecastCovEstimatorsWRTdata | Extract Forecast Covariance |
featherForecasts | Multiple Horizon-Step Ahead Forecasts |
featherForecasts.TSdata | Multiple Horizon-Step Ahead Forecasts |
featherForecasts.TSestModel | Multiple Horizon-Step Ahead Forecasts |
featherForecasts.TSmodel | Multiple Horizon-Step Ahead Forecasts |
fixConstants | Fix TSmodel Coefficients (Parameters) to Constants |
fixF | Set SS Model F Matrix to Constants |
forecast | Forecast Multiple Steps Ahead |
forecast.TSdata | Forecast Multiple Steps Ahead |
forecast.TSestModel | Forecast Multiple Steps Ahead |
forecast.TSmodel | Forecast Multiple Steps Ahead |
forecastCov | Forecast covariance for different models |
forecastCov.TSdata | Forecast covariance for different models |
forecastCov.TSestModel | Forecast covariance for different models |
forecastCov.TSmodel | Forecast covariance for different models |
forecastCovEstimatorsWRTdata | Calculate Forecast Cov of Estimators WRT Data |
forecastCovEstimatorsWRTtrue | Compare Forecasts Cov Relative to True Model Output |
forecastCovReductionsWRTtrue | Forecast covariance for different models |
forecastCovWRTtrue | Compare Forecasts to True Model Output |
forecasts | Extract Forecasts |
forecasts.featherForecasts | Extract Forecasts |
forecasts.forecast | Extract Forecasts |
forecasts.horizonForecasts | Extract Forecasts |
frequency.TSdata | Specific Methods for tframed Data |
frequency.TSestModel | Specific Methods for tframed Data |
frequencyInput | TSdata Periods |
frequencyInput.TSdata | TSdata Periods |
frequencyInput.TSestModel | TSdata Periods |
frequencyOutput | TSdata Periods |
frequencyOutput.TSdata | TSdata Periods |
frequencyOutput.TSestModel | TSdata Periods |
gmap | Basis Transformation of a Model. |
horizonForecasts | Calculate forecasts at specified horizons |
horizonForecasts.forecastCov | Calculate forecasts at specified horizons |
horizonForecasts.TSdata | Calculate forecasts at specified horizons |
horizonForecasts.TSestModel | Calculate forecasts at specified horizons |
horizonForecasts.TSmodel | Calculate forecasts at specified horizons |
horizonForecastsCompiled | Calculate forecasts at specified horizons |
horizonForecastsCompiled.ARMA | Calculate forecasts at specified horizons |
horizonForecastsCompiled.SS | Calculate forecasts at specified horizons |
informationTests | Tabulates selection criteria |
informationTestsCalculations | Calculate selection criteria |
inputData | TSdata Series |
inputData.default | TSdata Series |
inputData.TSdata | TSdata Series |
inputData.TSestModel | TSdata Series |
inputData<- | TSdata Series |
inputData<-.default | TSdata Series |
inputData<-.TSdata | TSdata Series |
is.ARMA | ARMA Model Constructor |
is.estimatedModels | Estimate Models |
is.featherForecasts | Multiple Horizon-Step Ahead Forecasts |
is.forecast | Forecast Multiple Steps Ahead |
is.forecastCov | Forecast covariance for different models |
is.forecastCovEstimatorsWRTdata | Calculate Forecast Cov of Estimators WRT Data |
is.forecastCovEstimatorsWRTdata.subsets | Check Inheritance |
is.forecastCovEstimatorsWRTtrue | Compare Forecasts Cov Relative to True Model Output |
is.forecastCovWRTdata | Compare Forecasts to True Model Output |
is.horizonForecasts | Calculate forecasts at specified horizons |
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 |
McMillanDegree.ARMA | Calculate McMillan Degree |
McMillanDegree.SS | Calculate McMillan Degree |
McMillanDegree.TSestModel | Calculate McMillan Degree |
minForecastCov | Minimum Forecast Cov Models |
minimumStartupLag | Starting Periods Required |
minimumStartupLag.ARMA | Starting Periods Required |
minimumStartupLag.SS | Starting Periods Required |
minimumStartupLag.TSestModel | Starting Periods Required |
MittnikReducedModels | Reduced Models via Mittnik SVD balancing |
MittnikReduction | Balance and Reduce a Model |
MittnikReduction.from.Hankel | Balance and Reduce a Model |
nseries.featherForecasts | Number of Series |
nseriesInput | Number of Series in in Input or Output |
nseriesInput.ARMA | Number of Series in in Input or Output |
nseriesInput.default | Number of Series in in Input or Output |
nseriesInput.SS | Number of Series in in Input or Output |
nseriesInput.TSdata | Number of Series in in Input or Output |
nseriesInput.TSestModel | Number of Series in in Input or Output |
nseriesOutput | Number of Series in in Input or Output |
nseriesOutput.ARMA | Number of Series in in Input or Output |
nseriesOutput.default | Number of Series in in Input or Output |
nseriesOutput.SS | Number of Series in in Input or Output |
nseriesOutput.TSdata | Number of Series in in Input or Output |
nseriesOutput.TSestModel | Number of Series in in Input or Output |
nstates | State Dimension of a State Space Model |
nstates.ARMA | State Dimension of a State Space Model |
nstates.SS | State Dimension of a State Space Model |
nstates.TSestModel | State Dimension of a State Space Model |
observability | Calculate Model Observability Matrix |
observability.ARMA | Calculate Model Observability Matrix |
observability.SS | Calculate Model Observability Matrix |
observability.TSestModel | Calculate Model Observability Matrix |
old.estVARXar | Estimate a VAR TSmodel |
outOfSample.forecastCovEstimatorsWRTdata | Calculate Out-of-Sample Forecasts |
outputData | TSdata Series |
outputData.default | TSdata Series |
outputData.TSdata | TSdata Series |
outputData.TSestModel | TSdata Series |
outputData<- | TSdata Series |
outputData<-.default | TSdata Series |
outputData<-.TSdata | TSdata Series |
percentChange.TSdata | Calculate percent change |
percentChange.TSestModel | Calculate percent change |
permute | Permute |
phasePlots | Calculate Phase Plots |
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.estimatedModels | Print Specific Methods |
print.forecastCov | Print Specific Methods |
print.forecastCovEstimatorsWRTdata.subsets | Print Specific Methods |
print.forecastCovEstimatorsWRTtrue | Print Specific Methods |
print.SS | Display TSmodel Arrays |
print.summary.ARMA | Specific Methods for Summary |
print.summary.estimatedModels | Summary Specific Methods |
print.summary.forecastCov | Summary Specific Methods |
print.summary.forecastCovEstimatorsWRTdata.subsets | Summary Specific Methods |
print.summary.forecastCovEstimatorsWRTtrue | Summary Specific Methods |
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 |
reachability.ARMA | Calculate Model Reachability Matrix |
reachability.SS | Calculate Model Reachability Matrix |
reachability.TSestModel | Calculate Model Reachability Matrix |
residualStats | Calculate Residuals Statistics and Likelihood |
Riccati | Riccati Equation |
roots | Calculate Model Roots |
roots.ARMA | Calculate Model Roots |
roots.estimatedModels | Roots Specific Methods |
roots.forecastCovEstimatorsWRTtrue | Roots Specific Methods |
roots.SS | Calculate Model Roots |
roots.TSestModel | 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 |
selectForecastCov | Select Forecast Covariances Meeting Criteria |
seriesNames.TSdata | Series Names Specific Methods |
seriesNames.TSestModel | Series Names Specific Methods |
seriesNames.TSmodel | Series Names Specific Methods |
seriesNames<-.TSdata | Series Names Specific Methods |
seriesNames<-.TSestModel | Series Names Specific Methods |
seriesNames<-.TSmodel | Series Names Specific Methods |
seriesNamesInput | TSdata Series Names |
seriesNamesInput.featherForecasts | TS Input and Output Specific Methods |
seriesNamesInput.forecast | TS Input and Output Specific Methods |
seriesNamesInput.TSdata | TSdata Series Names |
seriesNamesInput.TSestModel | TSdata Series Names |
seriesNamesInput.TSmodel | TSdata Series Names |
seriesNamesInput<- | TSdata Series Names |
seriesNamesInput<-.TSdata | TSdata Series Names |
seriesNamesInput<-.TSestModel | TSdata Series Names |
seriesNamesInput<-.TSmodel | TSdata Series Names |
seriesNamesOutput | TSdata Series Names |
seriesNamesOutput.featherForecasts | TS Input and Output Specific Methods |
seriesNamesOutput.forecast | TS Input and Output Specific Methods |
seriesNamesOutput.TSdata | TSdata Series Names |
seriesNamesOutput.TSestModel | TSdata Series Names |
seriesNamesOutput.TSmodel | TSdata Series Names |
seriesNamesOutput<- | TSdata Series Names |
seriesNamesOutput<-.TSdata | TSdata Series Names |
seriesNamesOutput<-.TSestModel | TSdata Series Names |
seriesNamesOutput<-.TSmodel | TSdata Series Names |
shockDecomposition | Shock Decomposition |
simulate | Simulate a TSmodel |
simulate.ARMA | Simulate a TSmodel |
simulate.SS | Simulate a TSmodel |
simulate.TSestModel | Simulate a TSmodel |
smoother | Evaluate a smoother with a TSmodel |
smoother.nonInnov | Evaluate a smoother with a TSmodel |
smoother.TSestModel | Evaluate a smoother with a TSmodel |
smoother.TSmodel | Evaluate a smoother with a TSmodel |
SS | State Space Models |
stability | Calculate Stability of a TSmodel |
stability.ARMA | Calculate Stability of a TSmodel |
stability.roots | Calculate Stability of a TSmodel |
stability.TSestModel | Calculate Stability of a TSmodel |
stability.TSmodel | Calculate Stability of a TSmodel |
start.TSdata | Specific Methods for tframed Data |
start.TSestModel | Specific Methods for tframed Data |
startInput | TSdata Periods |
startInput.TSdata | TSdata Periods |
startInput.TSestModel | TSdata Periods |
startOutput | TSdata Periods |
startOutput.TSdata | TSdata Periods |
startOutput.TSestModel | TSdata Periods |
startShift | Starting Periods Required |
state | Extract State |
stripMine | Select a Data Subset and Model |
summary.ARMA | Specific Methods for Summary |
summary.estimatedModels | Summary Specific Methods |
summary.forecastCov | Summary Specific Methods |
summary.forecastCovEstimatorsWRTdata.subsets | Summary Specific Methods |
summary.forecastCovEstimatorsWRTtrue | Summary Specific Methods |
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.estimatedModels | Specific Methods for Testing Equality |
testEqual.forecast | Specific Methods for Testing Equality |
testEqual.forecastCov | Specific Methods for Testing Equality |
testEqual.horizonForecasts | 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.featherForecasts | Specific Methods for tfplot |
tfplot.forecast | Specific Methods for tfplot |
tfplot.forecastCov | Plots of Forecast Variance |
tfplot.forecastCovEstimatorsWRTdata | Plots of Forecast Variance |
tfplot.horizonForecasts | Specific Methods for tfplot |
tfplot.multiModelHorizonForecasts | Specific Methods for tfplot |
tfplot.TSdata | Tfplot Specific Methods |
tfplot.TSestModel | Tfplot Specific Methods |
tframe<-.TSdata | Specific Methods for tframed Data |
tframed.TSdata | Specific Methods for tframed Data |
tfwindow.TSdata | Specific Methods for tframed Data |
toARMA | Convert to an ARMA Model |
toARMA.ARMA | Convert to an ARMA Model |
toARMA.SS | Convert to an ARMA Model |
toARMA.TSestModel | Convert to an ARMA Model |
Tobs.TSdata | Specific Methods for tframed Data |
Tobs.TSestModel | Specific Methods for tframed Data |
TobsInput | TSdata Periods |
TobsInput.TSdata | TSdata Periods |
TobsInput.TSestModel | TSdata Periods |
TobsOutput | TSdata Periods |
TobsOutput.TSdata | TSdata Periods |
TobsOutput.TSestModel | TSdata Periods |
toSS | Convert to State Space Model |
toSS.ARMA | Convert to State Space Model |
toSS.SS | Convert to State Space Model |
toSS.TSestModel | Convert to State Space Model |
toSSaugment | Convert to State Space Model |
toSSaugment.ARMA | Convert to State Space Model |
toSSaugment.TSestModel | Convert to State Space Model |
toSSChol | Convert to Non-Innovation State Space Model |
toSSChol.TSestModel | Convert to Non-Innovation State Space Model |
toSSChol.TSmodel | Convert to Non-Innovation State Space Model |
toSSinnov | Convert to State Space Innovations Model |
toSSnested | Convert to State Space Model |
toSSnested.ARMA | Convert to State Space Model |
toSSnested.SS | Convert to State Space Model |
toSSnested.TSestModel | Convert to State Space Model |
toSSOform | Convert to Oform |
toSSOform.TSestModel | Convert to Oform |
toSSOform.TSmodel | Convert to Oform |
totalForecastCov | Sum covariance of forecasts across all series |
trimNA.TSdata | Specific Methods for tframed Data |
TSdata | Construct TSdata time series object |
TSdata.default | Construct TSdata time series object |
TSdata.forecastCov | TS Extractor Specific Methods |
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 |
TSestModel.object | Estimated Time Series Model |
TSestModel.TSestModel | Estimated Time Series Model |
TSmodel | Time Series Models |
TSmodel.forecastCov | TS Extractor Specific Methods |
TSmodel.TSestModel | Time Series Models |
TSmodel.TSmodel | Time Series Models |
window.TSdata | Specific Methods for tframed Data |
.DSEflags | Flags to Indicate Use of Compiled Code |
00.dse.Intro | Dynamic Systems Estimation - Multivariate Time Series Package |