timsac: Time Series Analysis and Control Package

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Functions for statistical analysis, prediction and control of time series.

Author
The Institute of Statistical Mathematics
Date of publication
2016-09-25 08:05:31
Maintainer
Masami Saga <msaga@mtb.biglobe.ne.jp>
License
GPL (>= 2)
Version
1.3.5

View on CRAN

Man pages

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;...
blomar
Bayesian Method of Locally Stationary Multivariate AR Model...
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...
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;...
mlomar
Minimum AIC Method of Locally Stationary Multivariate AR...
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
Powerplant
Power Plant Data
prdctr
Prediction Program
raspec
Rational Spectrum
sglfre
Frequency Response Function (Single Channel)
simcon
Optimal Controller Design and Simulation
thirmo
Third Order Moments
timsac-package
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

Files in this package

timsac
timsac/inst
timsac/inst/AUTHORS
timsac/inst/doc
timsac/inst/doc/timsac-guide_j.pdf
timsac/inst/doc/timsac-guide_e.pdf
timsac/inst/doc/changes.txt
timsac/src
timsac/src/mlocarf.f
timsac/src/mlomarf.f
timsac/src/unimar.c
timsac/src/optsimf.f
timsac/src/decomp6f.f
timsac/src/wnoisef.f
timsac/src/mulcor.c
timsac/src/fpec.c
timsac/src/blomar.c
timsac/src/markov.c
timsac/src/mulmar.c
timsac/src/autcorf.f
timsac/src/bispec.c
timsac/src/fpecf.f
timsac/src/mulmarf.f
timsac/src/prdctr.c
timsac/src/mulcorf.f
timsac/src/mulnosf.f
timsac/src/optdes.c
timsac/src/timsac_f.h
timsac/src/covgen.c
timsac/src/blocarf.f
timsac/src/canoca.c
timsac/src/autcor.c
timsac/src/mulfref.f
timsac/src/canocaf.f
timsac/src/perars.c
timsac/src/wnoise.c
timsac/src/blomarf.f
timsac/src/mulspe.c
timsac/src/fftcorf.f
timsac/src/mulbarf.f
timsac/src/optsim.c
timsac/src/auspecf.f
timsac/src/raspec.c
timsac/src/unibarf.f
timsac/src/simconf.f
timsac/src/timsac.h
timsac/src/mlomar.c
timsac/src/mulnos.c
timsac/src/exsarf.f
timsac/src/fpeaut.c
timsac/src/bsubstf.f
timsac/src/xsarmaf.f
timsac/src/canarmf.f
timsac/src/bsubst.c
timsac/src/mlocar.c
timsac/src/decomp6.c
timsac/src/raspecf.f
timsac/src/autarmf.f
timsac/src/nonst.c
timsac/src/prdctrf.f
timsac/src/canarm.c
timsac/src/mulfre.c
timsac/src/auspec.c
timsac/src/bayseaf.f
timsac/src/thirmof.f
timsac/src/mulbar.c
timsac/src/autarm.c
timsac/src/mulrsp.c
timsac/src/sglfref.f
timsac/src/simcon.c
timsac/src/nonstf.f
timsac/src/xsarma.c
timsac/src/perarsf.f
timsac/src/mulrspf.f
timsac/src/covgenf.f
timsac/src/unimarf.f
timsac/src/markovf.f
timsac/src/blocar.c
timsac/src/fpeautf.f
timsac/src/spgrhf.f
timsac/src/exsar.c
timsac/src/baysea.c
timsac/src/sglfre.c
timsac/src/spgrh.c
timsac/src/optdesf.f
timsac/src/comsub.f
timsac/src/fftcor.c
timsac/src/unibar.c
timsac/src/thirmo.c
timsac/src/bispecf.f
timsac/src/mulspef.f
timsac/NAMESPACE
timsac/data
timsac/data/locarData.rda
timsac/data/Blsallfood.rda
timsac/data/nonstData.rda
timsac/data/LaborData.rda
timsac/data/Canadianlynx.rda
timsac/data/Amerikamaru.rda
timsac/data/bispecData.rda
timsac/data/Powerplant.rda
timsac/data/Airpollution.rda
timsac/R
timsac/R/timsac.R
timsac/MD5
timsac/DESCRIPTION
timsac/man
timsac/man/exsar.Rd
timsac/man/LaborData.Rd
timsac/man/nonstData.Rd
timsac/man/bsubst.Rd
timsac/man/bispec.Rd
timsac/man/Powerplant.Rd
timsac/man/unimar.Rd
timsac/man/canarm.Rd
timsac/man/canoca.Rd
timsac/man/mulfrf.Rd
timsac/man/fftcor.Rd
timsac/man/mulnos.Rd
timsac/man/autoarmafit.Rd
timsac/man/nonst.Rd
timsac/man/mulmar.Rd
timsac/man/unibar.Rd
timsac/man/blocar.Rd
timsac/man/mlomar.Rd
timsac/man/baysea.Rd
timsac/man/armafit.Rd
timsac/man/auspec.Rd
timsac/man/thirmo.Rd
timsac/man/simcon.Rd
timsac/man/mlocar.Rd
timsac/man/Blsallfood.Rd
timsac/man/decomp.Rd
timsac/man/optdes.Rd
timsac/man/mulcor.Rd
timsac/man/mulrsp.Rd
timsac/man/prdctr.Rd
timsac/man/Airpollution.Rd
timsac/man/locarData.Rd
timsac/man/autcor.Rd
timsac/man/mfilter.Rd
timsac/man/mulbar.Rd
timsac/man/sglfre.Rd
timsac/man/fpeaut.Rd
timsac/man/markov.Rd
timsac/man/raspec.Rd
timsac/man/xsarma.Rd
timsac/man/perars.Rd
timsac/man/blomar.Rd
timsac/man/Amerikamaru.Rd
timsac/man/Canadianlynx.Rd
timsac/man/optsim.Rd
timsac/man/mulspe.Rd
timsac/man/timsac-package.Rd
timsac/man/bispecData.Rd
timsac/man/covgen.Rd
timsac/man/fpec.Rd
timsac/man/wnoise.Rd