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

00.dse.IntroDynamic Systems Estimation - Multivariate Time Series Package
acfCalculate the acf for an object
addPlotRootsAdd Model Roots to a plot
ARMAARMA Model Constructor
balanceMittnikBalance a state space model
bestTSestModelSelect Best Model
checkBalanceCheck Balance of a TSmodel
checkBalanceMittnikCheck Balance of a TSmodel
checkConsistentDimensionsCheck Consistent Dimensions
checkResidualsAutocorrelations Diagnostics
coef.TSmodelExtract or set Model Parameters
combineCombine two objects.
combine.forecastCovCombine 2 Forecast Cov Objects
combine.TSdataCombine series from two TSdata objects.
DSEflagsFlags to Indicate Use of Compiled Code
dse-packageDynamic Systems Estimation - Multivariate Time Series Package
DSEutilitiesDSE Utilities
DSEversionPrint Version Information
eg1.DSE.dataFour Time Series used in Gilbert (1993)
egJofF.1dec93.dataEleven Time Series used in Gilbert (1995)
estBlackBoxEstimate a TSmodel
estBlackBox1Estimate a TSmodel
estBlackBox2Estimate a TSmodel
estBlackBox3Estimate a TSmodel
estBlackBox4Estimate a TSmodel
estimateModelsEstimate Models
estimatorsHorizonForecastsWRTdataEstimate models and forecast at given horizons
estMaxLikMaximum Likelihood Estimation
estSSfromVARXEstimate a state space TSmodel using VAR estimation
estSSMittnikEstimate a State Space Model
estVARXarEstimate a VAR TSmodel
estVARXlsEstimate a VAR TSmodel
estWtVariablesWeighted Estimation
excludeForecastCovFilter Object to Remove Forecasts
extractforecastCovExtract Forecast Covariance
featherForecastsMultiple Horizon-Step Ahead Forecasts
fixConstantsFix TSmodel Coefficients (Parameters) to Constants
fixFSet SS Model F Matrix to Constants
forecastForecast Multiple Steps Ahead
forecastCovForecast covariance for different models
forecastCovCompiledForecast covariance for different models - internal
forecastCovEstimatorsWRTdataCalculate Forecast Cov of Estimators WRT Data
forecastCovEstimatorsWRTtrueCompare Forecasts Cov Relative to True Model Output
forecastCovReductionsWRTtrueForecast covariance for different models
forecastCovWRTtrueCompare Forecasts to True Model Output
forecastsExtract Forecasts
gmapBasis Transformation of a Model.
horizonForecastsCalculate forecasts at specified horizons
horizonForecastsCompiledCalculate forecasts at specified horizons
informationTestsTabulates selection criteria
informationTestsCalculationsCalculate selection criteria
inputDataTSdata Series
is.forecastCovEstimatorsWRTdata.subsetsCheck Inheritance
lEvaluate a TSmodel
l.ARMAEvaluate an ARMA TSmodel
l.SSEvaluate a state space TSmodel
makeTSnoiseGenerate a random time series
markovParmsMarkov Parameters
McMillanDegreeCalculate McMillan Degree
minForecastCovMinimum Forecast Cov Models
minimumStartupLagStarting Periods Required
MittnikReducedModelsReduced Models via Mittnik SVD balancing
MittnikReductionBalance and Reduce a Model
nseries.featherForecastsNumber of Series
nseriesInputNumber of Series in in Input or Output
nstatesState Dimension of a State Space Model
observabilityCalculate Model Observability Matrix
outOfSample.forecastCovEstimatorsWRTdataCalculate Out-of-Sample Forecasts
percentChange.TSdataCalculate percent change
periodsInputTSdata Periods
periods.TSdataSpecific Methods for tframed Data
permutePermute
phasePlotsCalculate Phase Plots
plot.rootsPlot Model Roots
PolynomialsPolynomial Utilities
PortmanteauCalculate Portmanteau statistic
print.forecastCovPrint Specific Methods
print.TSdataPrint Specific Methods
print.TSestModelDisplay TSmodel Arrays
reachabilityCalculate Model Reachability Matrix
residualStatsCalculate Residuals Statistics and Likelihood
residuals.TSestModelCalculate the residuals for an object
RiccatiRiccati Equation
rootsCalculate Model Roots
roots.estimatedModelsRoots Specific Methods
scale.TSdataScale Methods for TS objects
selectForecastCovSelect Forecast Covariances Meeting Criteria
seriesNamesInputTSdata Series Names
seriesNamesInput.forecastTS Input and Output Specific Methods
seriesNames.TSdataSeries Names Specific Methods
setArraysSet TSmodel Array Information
setTSmodelParametersSet TSmodel Parameter Information
shockDecompositionShock Decomposition
simulateSimulate a TSmodel
smootherEvaluate a smoother with a TSmodel
SSState Space Models
stabilityCalculate Stability of a TSmodel
stateExtract State
stripMineSelect a Data Subset and Model
summary.forecastCovSummary Specific Methods
summary.TSdataSpecific Methods for Summary
sumSqerrorCalculate sum of squared prediction errors
testEqual.ARMASpecific Methods for Testing Equality
testEqual.forecastSpecific Methods for Testing Equality
tfplot.forecastSpecific Methods for tfplot
tfplot.forecastCovPlots of Forecast Variance
tfplot.TSdataTfplot Specific Methods
tframed.TSdataSpecific Methods for tframed Data
toARMAConvert to an ARMA Model
toSSConvert to State Space Model
toSSCholConvert to Non-Innovation State Space Model
toSSinnovConvert to State Space Innovations Model
toSSOformConvert to Oform
totalForecastCovSum covariance of forecasts across all series
TSdataConstruct TSdata time series object
TSdata.forecastCovTS Extractor Specific Methods
TSdata.objecttime series data object
TSestModelEstimated Time Series Model
TSmodelTime Series Models
dse documentation built on Aug. 6, 2017, 3:01 a.m.