timsac: Time Series Analysis and Control Package

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

AuthorThe Institute of Statistical Mathematics
Date of publication2016-09-25 08:05:31
MaintainerMasami Saga <msaga@mtb.biglobe.ne.jp>
LicenseGPL (>= 2)
Version1.3.5

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

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