dse: Dynamic Systems Estimation (Time Series Package)
Version 2015.12-1

Tools for multivariate, linear, time-invariant, time series models. This includes ARMA and state-space representations, and methods for converting between them. It also includes simulation methods and several estimation functions. The package has functions for looking at model roots, stability, and forecasts at different horizons. The ARMA model representation is general, so that VAR, VARX, ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman filter and smoother estimates can be obtained from the state space model, and state-space model reduction techniques are implemented. An introduction and User's Guide is available in a vignette.

AuthorPaul Gilbert <pgilbert.ttv9z@ncf.ca>
Date of publication2015-12-16 18:54:01
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2015.12-1
URL http://tsanalysis.r-forge.r-project.org/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dse")

Getting started

Package overview

Popular man pages

00.dse.Intro: Dynamic Systems Estimation - Multivariate Time Series Package
acf: Calculate the acf for an object
ARMA: ARMA Model Constructor
combine.forecastCov: Combine 2 Forecast Cov Objects
estBlackBox4: Estimate a TSmodel
reachability: Calculate Model Reachability Matrix
simulate: Simulate a TSmodel
See all...

All man pages Function index File listing

Man pages

00.dse.Intro: Dynamic Systems Estimation - Multivariate Time Series Package
acf: Calculate the acf for an object
addPlotRoots: Add Model Roots to a plot
ARMA: ARMA Model Constructor
balanceMittnik: Balance a state space model
bestTSestModel: Select Best Model
checkBalance: Check Balance of a TSmodel
checkBalanceMittnik: Check Balance of a TSmodel
checkConsistentDimensions: Check Consistent Dimensions
checkResiduals: Autocorrelations Diagnostics
coef.TSmodel: Extract or set Model Parameters
combine: Combine two objects.
combine.forecastCov: Combine 2 Forecast Cov Objects
combine.TSdata: Combine series from two TSdata objects.
DSEflags: Flags to Indicate Use of Compiled Code
dse-package: Dynamic Systems Estimation - Multivariate Time Series Package
DSEutilities: DSE Utilities
DSEversion: Print Version Information
eg1.DSE.data: Four Time Series used in Gilbert (1993)
egJofF.1dec93.data: Eleven Time Series used in Gilbert (1995)
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
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
featherForecasts: 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
forecastCov: Forecast covariance for different models
forecastCovCompiled: Forecast covariance for different models - internal
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
gmap: Basis Transformation of a Model.
horizonForecasts: Calculate forecasts at specified horizons
horizonForecastsCompiled: Calculate forecasts at specified horizons
informationTests: Tabulates selection criteria
informationTestsCalculations: Calculate selection criteria
inputData: TSdata Series
is.forecastCovEstimatorsWRTdata.subsets: Check Inheritance
l: Evaluate a TSmodel
l.ARMA: Evaluate an ARMA TSmodel
l.SS: Evaluate a state space TSmodel
makeTSnoise: Generate a random time series
markovParms: Markov Parameters
McMillanDegree: Calculate McMillan Degree
minForecastCov: Minimum Forecast Cov Models
minimumStartupLag: Starting Periods Required
MittnikReducedModels: Reduced Models via Mittnik SVD balancing
MittnikReduction: Balance and Reduce a Model
nseries.featherForecasts: Number of Series
nseriesInput: Number of Series in in Input or Output
nstates: State Dimension of a State Space Model
observability: Calculate Model Observability Matrix
outOfSample.forecastCovEstimatorsWRTdata: Calculate Out-of-Sample Forecasts
percentChange.TSdata: Calculate percent change
periodsInput: TSdata Periods
periods.TSdata: Specific Methods for tframed Data
permute: Permute
phasePlots: Calculate Phase Plots
plot.roots: Plot Model Roots
Polynomials: Polynomial Utilities
Portmanteau: Calculate Portmanteau statistic
print.forecastCov: Print Specific Methods
print.TSdata: Print Specific Methods
print.TSestModel: Display TSmodel Arrays
reachability: Calculate Model Reachability Matrix
residualStats: Calculate Residuals Statistics and Likelihood
residuals.TSestModel: Calculate the residuals for an object
Riccati: Riccati Equation
roots: Calculate Model Roots
roots.estimatedModels: Roots Specific Methods
scale.TSdata: Scale Methods for TS objects
selectForecastCov: Select Forecast Covariances Meeting Criteria
seriesNamesInput: TSdata Series Names
seriesNamesInput.forecast: TS Input and Output Specific Methods
seriesNames.TSdata: Series Names Specific Methods
setArrays: Set TSmodel Array Information
setTSmodelParameters: Set TSmodel Parameter Information
shockDecomposition: Shock Decomposition
simulate: Simulate a TSmodel
smoother: Evaluate a smoother with a TSmodel
SS: State Space Models
stability: Calculate Stability of a TSmodel
state: Extract State
stripMine: Select a Data Subset and Model
summary.forecastCov: Summary Specific Methods
summary.TSdata: Specific Methods for Summary
sumSqerror: Calculate sum of squared prediction errors
testEqual.ARMA: Specific Methods for Testing Equality
testEqual.forecast: Specific Methods for Testing Equality
tfplot.forecast: Specific Methods for tfplot
tfplot.forecastCov: Plots of Forecast Variance
tfplot.TSdata: Tfplot Specific Methods
tframed.TSdata: Specific Methods for tframed Data
toARMA: Convert to an ARMA Model
toSS: Convert to State Space Model
toSSChol: Convert to Non-Innovation State Space Model
toSSinnov: Convert to State Space Innovations Model
toSSOform: Convert to Oform
totalForecastCov: Sum covariance of forecasts across all series
TSdata: Construct TSdata time series object
TSdata.forecastCov: TS Extractor Specific Methods
TSdata.object: time series data object
TSestModel: Estimated Time Series Model
TSmodel: Time Series Models

Functions

.DSEflags Man page
00.dse.Intro Man page
ARMA Man page Source code
DSE.ar Man page Source code
DSEversion Man page Source code
McMillanDegree Man page Source code
McMillanDegree.ARMA Man page Source code
McMillanDegree.SS Man page Source code
McMillanDegree.TSestModel Man page Source code
MittnikReducedModels Man page Source code
MittnikReduction Man page Source code
MittnikReduction.from.Hankel Man page Source code
Portmanteau Man page Source code
Riccati Man page Source code
SS Man page Source code
SVDbalanceMittnik Man page Source code
TSdata Man page Source code
TSdata.TSdata Man page Source code
TSdata.TSestModel Man page Source code
TSdata.default Man page Source code
TSdata.forecastCov Man page Source code
TSdata.object Man page
TSestModel Man page Source code
TSestModel.TSestModel Man page Source code
TSestModel.object Man page
TSmodel Man page Source code
TSmodel.TSestModel Man page Source code
TSmodel.TSmodel Man page Source code
TSmodel.forecastCov Man page Source code
Tobs.TSdata Man page Source code
Tobs.TSestModel Man page Source code
TobsInput Man page Source code
TobsInput.TSdata Man page Source code
TobsInput.TSestModel Man page Source code
TobsOutput Man page Source code
TobsOutput.TSdata Man page Source code
TobsOutput.TSestModel Man page Source code
acf Man page
acf.TSdata Man page Source code
acf.TSestModel Man page Source code
acf.default Man page
addPlotRoots Man page Source code
as.TSdata Man page Source code
balanceMittnik Man page Source code
bestTSestModel Man page Source code
bft Man page Source code
characteristicPoly Man page Source code
checkBalance Man page Source code
checkBalance.ARMA Man page Source code
checkBalance.SS Man page Source code
checkBalance.TSestModel Man page Source code
checkBalanceMittnik Man page Source code
checkBalanceMittnik.ARMA Man page Source code
checkBalanceMittnik.SS Man page Source code
checkBalanceMittnik.TSestModel Man page Source code
checkConsistentDimensions Man page Source code
checkConsistentDimensions.ARMA Man page Source code
checkConsistentDimensions.SS Man page Source code
checkConsistentDimensions.TSdata Man page Source code
checkConsistentDimensions.TSestModel Man page Source code
checkConsistentDimensions.default Man page Source code
checkResiduals Man page Source code
checkResiduals.TSdata Man page Source code
checkResiduals.TSestModel Man page Source code
checkResiduals.default Man page Source code
checkScale Man page Source code
checkScale.TSestModel Man page Source code
checkScale.TSmodel Man page Source code
coef.TSestModel Man page Source code
coef.TSmodel Man page Source code
coef<- Man page
coef<-.default Man page
combine Man page Source code
combine.TSdata Man page Source code
combine.default Man page Source code
combine.forecastCov Man page Source code
combine.forecastCovEstimatorsWRTdata Man page Source code
combine.forecastCovEstimatorsWRTtrue Man page Source code
companionMatrix Man page Source code
criteria.table.heading Man page Source code
criteria.table.legend Man page Source code
criteria.table.nheading Man page Source code
dse Man page
dse-package Man page
dse.Intro Man page
dseclass Man page
dseclass<- Man page
eg1.DSE.data Man page
eg1.DSE.data.diff Man page
eg1.dat Man page
egJofF.1dec93.data Man page
end.TSdata Man page Source code
end.TSestModel Man page Source code
endInput Man page Source code
endInput.TSdata Man page Source code
endInput.TSestModel Man page Source code
endOutput Man page Source code
endOutput.TSdata Man page Source code
endOutput.TSestModel Man page Source code
estBlackBox Man page Source code
estBlackBox1 Man page Source code
estBlackBox2 Man page Source code
estBlackBox3 Man page Source code
estBlackBox4 Man page Source code
estMaxLik Man page Source code
estMaxLik.TSdata Man page Source code
estMaxLik.TSestModel Man page Source code
estMaxLik.TSmodel Man page Source code
estSSMittnik Man page Source code
estSSfromVARX Man page Source code
estVARXar Man page Source code
estVARXls Man page Source code
estVARXmean.correction Man page Source code
estWtVariables Man page Source code
estimateModels Man page Source code
estimatorsHorizonForecastsWRTdata Man page Source code
excludeForecastCov Man page Source code
extractforecastCov Man page Source code
extractforecastCov.forecastCovEstimatorsFromModel Man page Source code
extractforecastCov.forecastCovEstimatorsWRTdata Man page Source code
fake.TSestModel.missing.data Man page Source code
featherForecasts Man page Source code
featherForecasts.TSdata Man page Source code
featherForecasts.TSestModel Man page Source code
featherForecasts.TSmodel Man page Source code
findg Man page
fixConstants Man page Source code
fixF Man page Source code
forecast Man page Source code
forecast.TSdata Man page Source code
forecast.TSestModel Man page Source code
forecast.TSmodel Man page Source code
forecastCov Man page Source code
forecastCov.TSdata Man page Source code
forecastCov.TSestModel Man page Source code
forecastCov.TSmodel Man page Source code
forecastCovCompiled Man page Source code
forecastCovCompiled.ARMA Man page Source code
forecastCovCompiled.SS Man page Source code
forecastCovCompiled.innov Man page Source code
forecastCovCompiled.nonInnov Man page Source code
forecastCovEstimatorsWRTdata Man page Source code
forecastCovEstimatorsWRTtrue Man page Source code
forecastCovReductionsWRTtrue Man page Source code
forecastCovSingleModel Man page Source code
forecastCovWRTtrue Man page Source code
forecasts Man page Source code
forecasts.featherForecasts Man page Source code
forecasts.forecast Man page Source code
forecasts.horizonForecasts Man page Source code
frequency.TSdata Man page Source code
frequency.TSestModel Man page Source code
frequencyInput Man page Source code
frequencyInput.TSdata Man page Source code
frequencyInput.TSestModel Man page Source code
frequencyOutput Man page Source code
frequencyOutput.TSdata Man page Source code
frequencyOutput.TSestModel Man page Source code
genda_sym Man page
gendk_sym Man page
gmap Man page Source code
horizonForecasts Man page Source code
horizonForecasts.TSdata Man page Source code
horizonForecasts.TSestModel Man page Source code
horizonForecasts.TSmodel Man page Source code
horizonForecasts.forecastCov Man page Source code
horizonForecastsCompiled Man page Source code
horizonForecastsCompiled.ARMA Man page Source code
horizonForecastsCompiled.SS Man page Source code
informationTests Man page Source code
informationTestsCalculations Man page Source code
inputData Man page Source code
inputData.TSdata Man page Source code
inputData.TSestModel Man page Source code
inputData.default Man page Source code
inputData<- Man page
inputData<-.TSdata Man page
inputData<-.default Man page
is.ARMA Man page Source code
is.SS Man page Source code
is.TSdata Man page Source code
is.TSestModel Man page Source code
is.TSmodel Man page Source code
is.estimatedModels Man page Source code
is.featherForecasts Man page Source code
is.forecast Man page Source code
is.forecastCov Man page Source code
is.forecastCovEstimatorsWRTdata Man page Source code
is.forecastCovEstimatorsWRTdata.subsets Man page Source code
is.forecastCovEstimatorsWRTtrue Man page Source code
is.forecastCovWRTdata Man page Source code
is.horizonForecasts Man page Source code
is.innov.SS Man page Source code
is.nonInnov.SS Man page Source code
l Man page Source code
l.ARMA Man page Source code
l.SS Man page Source code
l.TSdata Man page Source code
l.TSestModel Man page Source code
makeTSnoise Man page Source code
markovParms Man page Source code
minForecastCov Man page Source code
mineStepwise Man page
minimumStartupLag Man page Source code
minimumStartupLag.ARMA Man page Source code
minimumStartupLag.SS Man page Source code
minimumStartupLag.TSestModel Man page Source code
nseries.featherForecasts Man page Source code
nseriesInput Man page Source code
nseriesInput.ARMA Man page Source code
nseriesInput.SS Man page Source code
nseriesInput.TSdata Man page Source code
nseriesInput.TSestModel Man page Source code Source code
nseriesInput.default Man page Source code
nseriesOutput Man page Source code
nseriesOutput.ARMA Man page Source code
nseriesOutput.SS Man page Source code
nseriesOutput.TSdata Man page Source code
nseriesOutput.TSestModel Man page Source code Source code
nseriesOutput.default Man page Source code
nstates Man page Source code
nstates.ARMA Man page Source code
nstates.SS Man page Source code
nstates.TSestModel Man page Source code
observability Man page Source code
observability.ARMA Man page Source code
observability.SS Man page Source code
observability.TSestModel Man page Source code
old.estVARXar Man page
onAttach Source code
outOfSample.forecastCovEstimatorsWRTdata Man page Source code
outputData Man page Source code
outputData.TSdata Man page Source code
outputData.TSestModel Man page Source code
outputData.default Man page Source code
outputData<- Man page
outputData<-.TSdata Man page
outputData<-.default Man page
percentChange.TSdata Man page Source code
percentChange.TSestModel Man page Source code
permute Man page Source code
phasePlots Man page Source code
plot.mineStepwise Man page
plot.roots Man page Source code
polydet Man page Source code
polyprod Man page Source code
polyrootDet Man page Source code
polysum Man page Source code
polyvalue Man page Source code
print.ARMA Man page Source code
print.SS Man page Source code
print.TSdata Man page Source code
print.TSestModel Man page Source code
print.estimatedModels Man page Source code
print.forecastCov Man page Source code
print.forecastCovEstimatorsWRTdata.subsets Man page Source code
print.forecastCovEstimatorsWRTtrue Man page Source code
print.summary.ARMA Man page Source code
print.summary.SS Man page Source code
print.summary.TSdata Man page Source code
print.summary.TSestModel Man page Source code
print.summary.estimatedModels Man page Source code
print.summary.forecastCov Man page Source code
print.summary.forecastCovEstimatorsWRTdata.subsets Man page Source code
print.summary.forecastCovEstimatorsWRTtrue Man page Source code
printTestValue Man page Source code
reachability Man page Source code
reachability.ARMA Man page Source code
reachability.SS Man page Source code
reachability.TSestModel Man page Source code
residualStats Man page Source code
residuals.TSestModel Man page Source code
roots Man page Source code
roots.ARMA Man page Source code
roots.SS Man page Source code
roots.TSestModel Man page Source code
roots.estimatedModels Man page Source code
roots.forecastCovEstimatorsWRTtrue Man page Source code
scale.ARMA Man page Source code
scale.TSdata Man page Source code
scale.TSestModel Man page Source code
scale.innov Man page Source code
scale.nonInnov Man page Source code
selectForecastCov Man page Source code
seriesNames.TSdata Man page Source code
seriesNames.TSestModel Man page Source code
seriesNames.TSmodel Man page Source code
seriesNames<-.TSdata Man page
seriesNames<-.TSestModel Man page
seriesNames<-.TSmodel Man page
seriesNamesInput Man page Source code
seriesNamesInput.TSdata Man page Source code
seriesNamesInput.TSestModel Man page Source code
seriesNamesInput.TSmodel Man page Source code
seriesNamesInput.featherForecasts Man page Source code
seriesNamesInput.forecast Man page Source code
seriesNamesInput<- Man page
seriesNamesInput<-.TSdata Man page
seriesNamesInput<-.TSestModel Man page
seriesNamesInput<-.TSmodel Man page
seriesNamesOutput Man page Source code
seriesNamesOutput.TSdata Man page Source code
seriesNamesOutput.TSestModel Man page Source code
seriesNamesOutput.TSmodel Man page Source code
seriesNamesOutput.featherForecasts Man page Source code
seriesNamesOutput.forecast Man page Source code
seriesNamesOutput<- Man page
seriesNamesOutput<-.TSdata Man page
seriesNamesOutput<-.TSestModel Man page
seriesNamesOutput<-.TSmodel Man page
setArrays Man page Source code
setArrays.ARMA Man page Source code
setArrays.SS Man page Source code
setArrays.TSestModel Man page Source code
setTSmodelParameters Man page Source code
setTSmodelParameters.ARMA Man page Source code
setTSmodelParameters.SS Man page Source code
setTSmodelParameters.TSestModel Man page Source code
shockDecomposition Man page Source code
simulate Man page Source code
simulate.ARMA Man page Source code
simulate.SS Man page Source code
simulate.TSestModel Man page Source code
smoother Man page Source code
smoother.TSestModel Man page Source code
smoother.TSmodel Man page Source code
smoother.nonInnov Man page Source code
stability Man page Source code
stability.ARMA Man page Source code
stability.TSestModel Man page Source code
stability.TSmodel Man page Source code
stability.roots Man page Source code
start.TSdata Man page Source code
start.TSestModel Man page Source code
startInput Man page Source code
startInput.TSdata Man page Source code
startInput.TSestModel Man page Source code
startOutput Man page Source code
startOutput.TSdata Man page Source code
startOutput.TSestModel Man page Source code
startShift Man page Source code
state Man page Source code
stripMine Man page Source code
sumSqerror Man page Source code
summary.ARMA Man page Source code
summary.SS Man page Source code
summary.TSdata Man page Source code
summary.TSestModel Man page Source code
summary.estimatedModels Man page Source code
summary.forecastCov Man page Source code
summary.forecastCovEstimatorsWRTdata.subsets Man page Source code
summary.forecastCovEstimatorsWRTtrue Man page Source code
svd.criteria Man page Source code
tbind.TSdata Man page Source code
testEqual.ARMA Man page Source code
testEqual.SS Man page Source code
testEqual.TSdata Man page Source code
testEqual.TSestModel Man page Source code
testEqual.TSmodel Man page Source code
testEqual.estimatedModels Man page Source code
testEqual.forecast Man page Source code
testEqual.forecastCov Man page Source code
testEqual.horizonForecasts Man page Source code
tfplot.TSdata Man page Source code
tfplot.TSestModel Man page Source code
tfplot.featherForecasts Man page Source code
tfplot.forecast Man page Source code
tfplot.forecastCov Man page Source code
tfplot.forecastCovEstimatorsWRTdata Man page Source code
tfplot.horizonForecasts Man page Source code
tfplot.multiModelHorizonForecasts Man page Source code
tframe<-.TSdata Man page
tframed.TSdata Man page Source code
tfwindow.TSdata Man page Source code
toARMA Man page Source code
toARMA.ARMA Man page Source code
toARMA.SS Man page Source code
toARMA.TSestModel Man page Source code
toSS Man page Source code
toSS.ARMA Man page Source code
toSS.SS Man page Source code
toSS.TSestModel Man page Source code
toSSChol Man page Source code
toSSChol.TSestModel Man page Source code
toSSChol.TSmodel Man page Source code
toSSOform Man page Source code
toSSOform.TSestModel Man page Source code
toSSOform.TSmodel Man page Source code
toSSaugment Man page Source code
toSSaugment.ARMA Man page Source code
toSSaugment.TSestModel Man page Source code
toSSinnov Man page Source code
toSSnested Man page Source code
toSSnested.ARMA Man page Source code
toSSnested.SS Man page Source code
toSSnested.TSestModel Man page Source code
totalForecastCov Man page Source code
trimNA.TSdata Man page Source code
window.TSdata Man page Source code

Files

inst
inst/CITATION
inst/otherdata
inst/otherdata/1dec93.dat
inst/otherdata/eg1.dat
inst/doc
inst/doc/Guide.Stex
inst/doc/Guide.pdf
exec
exec/JofFVAR.s
tests
tests/smoother.R
tests/trend.R
tests/dse1tst01.R
tests/dse1tst02.R
tests/TSdataTests.R
tests/dse1tst09.R
tests/estMaxLikwithConstants.R
tests/dse2tstgd1.R
tests/dse2tst2.R
tests/estMaxLik.R
tests/dse1tst07.R
tests/dse1tst08.R
src
src/Makevars
src/dsefor.f
NAMESPACE
demo
demo/est.black.box.R
demo/SSandVAR.R
demo/00Index
demo/forecast.R
demo/estimate.R
demo/simulate.R
demo/BOC.93.4.examples.R
demo/JofF95.R
NEWS
data
data/egJofF.1dec93.data.rda
data/eg1.DSE.data.diff.rda
data/eg1.DSE.data.rda
R
R/dse1.R
R/Rfixes.R
R/dse2.R
vignettes
vignettes/Guide.Stex
MD5
build
build/vignette.rds
DESCRIPTION
man
man/Riccati.Rd
man/forecastCovWRTtrue.Rd
man/periodsInput.Rd
man/l.ARMA.Rd
man/estSSMittnik.Rd
man/checkBalance.Rd
man/markovParms.Rd
man/residualStats.Rd
man/is.forecastCovEstimatorsWRTdata.subsets.Rd
man/ARMA.Rd
man/Portmanteau.Rd
man/tfplot.forecastCov.Rd
man/nseriesInput.Rd
man/tframed.TSdata.Rd
man/nseries.featherForecasts.Rd
man/simulate.Rd
man/combine.Rd
man/forecastCovEstimatorsWRTdata.Rd
man/scale.TSdata.Rd
man/estWtVariables.Rd
man/minimumStartupLag.Rd
man/forecastCovCompiled.Rd
man/shockDecomposition.Rd
man/estBlackBox.Rd
man/setTSmodelParameters.Rd
man/estSSfromVARX.Rd
man/toSS.Rd
man/tfplot.TSdata.Rd
man/horizonForecastsCompiled.Rd
man/observability.Rd
man/seriesNamesInput.forecast.Rd
man/makeTSnoise.Rd
man/reachability.Rd
man/DSEflags.Rd
man/l.SS.Rd
man/summary.forecastCov.Rd
man/toSSChol.Rd
man/minForecastCov.Rd
man/tfplot.forecast.Rd
man/excludeForecastCov.Rd
man/seriesNamesInput.Rd
man/DSEutilities.Rd
man/estVARXls.Rd
man/TSdata.forecastCov.Rd
man/totalForecastCov.Rd
man/forecastCovEstimatorsWRTtrue.Rd
man/combine.TSdata.Rd
man/sumSqerror.Rd
man/checkBalanceMittnik.Rd
man/stripMine.Rd
man/plot.roots.Rd
man/phasePlots.Rd
man/fixF.Rd
man/outOfSample.forecastCovEstimatorsWRTdata.Rd
man/dse-package.Rd
man/gmap.Rd
man/TSdata.object.Rd
man/toARMA.Rd
man/toSSOform.Rd
man/Polynomials.Rd
man/eg1.DSE.data.Rd
man/setArrays.Rd
man/TSmodel.Rd
man/estimateModels.Rd
man/horizonForecasts.Rd
man/MittnikReducedModels.Rd
man/McMillanDegree.Rd
man/permute.Rd
man/forecasts.Rd
man/toSSinnov.Rd
man/extractforecastCov.Rd
man/state.Rd
man/forecastCov.Rd
man/estMaxLik.Rd
man/estBlackBox1.Rd
man/checkConsistentDimensions.Rd
man/estBlackBox2.Rd
man/TSestModel.Rd
man/acf.Rd
man/bestTSestModel.Rd
man/residuals.TSestModel.Rd
man/roots.estimatedModels.Rd
man/informationTestsCalculations.Rd
man/periods.TSdata.Rd
man/coef.TSmodel.Rd
man/balanceMittnik.Rd
man/stability.Rd
man/estBlackBox4.Rd
man/print.TSdata.Rd
man/seriesNames.TSdata.Rd
man/print.TSestModel.Rd
man/combine.forecastCov.Rd
man/inputData.Rd
man/forecast.Rd
man/addPlotRoots.Rd
man/SS.Rd
man/estimatorsHorizonForecastsWRTdata.Rd
man/smoother.Rd
man/percentChange.TSdata.Rd
man/print.forecastCov.Rd
man/l.Rd
man/informationTests.Rd
man/roots.Rd
man/MittnikReduction.Rd
man/testEqual.ARMA.Rd
man/estVARXar.Rd
man/featherForecasts.Rd
man/summary.TSdata.Rd
man/TSdata.Rd
man/fixConstants.Rd
man/forecastCovReductionsWRTtrue.Rd
man/checkResiduals.Rd
man/testEqual.forecast.Rd
man/nstates.Rd
man/DSEversion.Rd
man/egJofF.1dec93.data.Rd
man/00.dse.Intro.Rd
man/estBlackBox3.Rd
man/selectForecastCov.Rd
dse documentation built on May 20, 2017, 1:43 a.m.

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