dse: Dynamic Systems Estimation (Time Series Package)

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
http://tsanalysis.r-forge.r-project.org/

View on CRAN

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

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

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.