Time Series Analysis and Control Package

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Documentation for package ‘timsac’ version 1.3.8-4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

timsac-package	Time Series Analysis and Control Program Package
Airpollution	Airpollution Data
Amerikamaru	Amerikamaru Data
armafit	ARMA Model Fitting
auspec	Power Spectrum
autcor	Autocorrelation
autoarmafit	Automatic ARMA Model Fitting
baysea	Bayesian Seasonal Adjustment Procedure
bispec	Bispectrum
bispecData	Univariate Test Data
blocar	Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case
blomar	Bayesian Method of Locally Stationary Multivariate AR Model Fitting
Blsallfood	Blsallfood Data
bsubst	Bayesian Type All Subset Analysis
Canadianlynx	Time series of Canadian lynx data
canarm	Canonical Correlation Analysis of Scalar Time Series
canoca	Canonical Correlation Analysis of Vector Time Series
covgen	Covariance Generation
decomp	Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter
exsar	Exact Maximum Likelihood Method of Scalar AR Model Fitting
fftcor	Auto And/Or Cross Correlations via FFT
fpeaut	FPE Auto
fpec	AR model Fitting for Control
LaborData	Labor force Data
locarData	Non-stationary Test Data
markov	Maximum Likelihood Computation of Markovian Model
mfilter	Linear Filtering on a Multivariate Time Series
mlocar	Minimum AIC 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)
mulmar	Multivariate Case of Minimum AIC Method of AR Model Fitting
mulnos	Relative Power Contribution
mulrsp	Multiple Rational Spectrum
mulspe	Multiple Spectrum
nonst	Non-stationary Power Spectrum Analysis
nonstData	Non-stationary Test Data
optdes	Optimal Controller Design
optsim	Optimal Control Simulation
perars	Periodic Autoregression for a Scalar Time Series
plot.decomp	Plot Trend, Seasonal, AR Components and Trading Day Factor
plot.specmx	Plot Spectrum
Powerplant	Power Plant Data
prdctr	Prediction Program
print.autoarmafit	Automatic ARMA Model Fitting
print.blomar	Bayesian Method of Locally Stationary Multivariate AR Model Fitting
print.fpec	AR model Fitting for Control
print.mlomar	Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting
print.mulcor	Multiple Correlation
print.perars	Periodic Autoregression for a Scalar Time Series
print.prdctr	Prediction Program
ptint.mulspe	Multiple Spectrum
raspec	Rational Spectrum
sglfre	Frequency Response Function (Single Channel)
simcon	Optimal Controller Design and Simulation
thirmo	Third Order Moments
timsac	Time Series Analysis and Control Program Package
unibar	Univariate Bayesian Method of AR Model Fitting
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