Man pages for dse
Dynamic Systems Estimation (Time Series Package)
| 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 |
