COLOR(red){install.packages("dse")で dse1 と dse2 が入ります．}
Title: Dynamic Systems Estimation (time series package)
Description: Multivariate Time Series - ARMA and State Space models. See ?dse.Intro for more details.
Depends: R (>= 2.0.0), setRNG (>= 2004.4-1)
Bundle: dse
Version: 2006.10-1
Contains: tframe dse1 dse2
BundleDescription: Multivariate Time Series Library For each package there is a section of the Users' Guide is available in doc/*.pdf and these are combined in dse1/doc/dse-guide.pdf. The package dse1 is the base system, including multivariate ARMA and State Space models. Package dse2 has extensions for evaluating estimation techniques, forecasting, and for evaluating forecasting models. Package tframe is a kernel of methods for programming with time series. These packages require the package setRNG. See also the related bundle dseplus (in the devel are of CRAN).
*COLOR(red){dse1}パッケージ中のオブジェクト一覧 [#o91e6291]
|項目|説明|
|.DSEflags| Flags to Indicate Use of Compiled Code|
|00.dse.Intro| Dynamic Systems Estimation - Multivariate Time Series Package|
|ARMA| ARMA Model Constructor|
|DSEversion| Print Version Information|
|DSEversion| バージョン情報の表示|
|McMillanDegree| Calculate McMillan Degree|
|MittnikReducedModels| Reduced Models via Mittnik SVD balancing|
|MittnikReduction| Balance and Reduce a Model|
|Portmanteau| Calculate Portmanteau statistic|
|Riccati| Riccati Equation|
|SS| State Space Models|
|Riccati| Riccati 方程式|
|SS| 状態空間モデル|
|TSdata| Construct TSdata time series object|
|TSdata.object| time series data object|
|TSestModel| Estimated Time Series Model|
|TSmodel| Time Series Models|
|TSdata.object| 時系列データオブジェクト|
|TSestModel| 推定時系列モデル|
|TSmodel| 時系列モデル|
|addPlotRoots| Add Model Roots to a plot|
|balanceMittnik| Balance a state space model|
|bestTSestModel| Select Best Model|
|bestTSestModel| 最良のモデルの選択|
|characteristicPoly| Polynomial Utilities|
|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.TSdata| Combine series from two TSdata objects.|
|dse-package| Dynamic Systems Estimation - Multivariate Time Series Package|
|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|
|estMaxLik| Maximum Likelihood Estimation|
|estSSMittnik| Estimate a State Space Model|
|estSSfromVARX| Estimate a state space TSmodel using VAR estimation|
|estVARXar| Estimate a VAR TSmodel|
|estVARXls| Estimate a VAR TSmodel|
|estWtVariables| Weighted Estimation|
|fixConstants| Fix TSmodel Coefficients (Parameters) to Constants|
|fixF| Set SS Model F Matrix to Constants|
|gmap| Basis Transformation of a Model|
|informationTests| Tabulates selection criteria|
|informationTestsCalculations| Calculate selection criteria|
|inputData| TSdata Series|
|l| Evaluate a TSmodel|
|l.ARMA| Evaluate an ARMA TSmodel|
|l.SS| Evaluate a state space TSmodel|
|markovParms| Markov Parameters|
|nseriesInput| Number of Series in in Input or Output|
|nstates| State Dimension of a State Space Model|
|observability| Calculate Model Observability Matrix|
|percentChange.TSdata| Calculate percent change|
|periods.TSdata| Specific Methods for tframed Data|
|periodsInput| TSdata Periods|
|plot.roots| Plot Model Roots|
|print.TSdata| Print Specific Methods|
|print.TSestModel| Display TSmodel Arrays|
|reachability| Calculate Model Reachability Matrix|
|residualStats| Calculate Residuals Statistics and Likelihood|
|roots| Calculate Model Roots|
|scale.TSdata| Scale Methods for TS objects|
|seriesNames.TSdata| Series Names Specific Methods|
|seriesNamesInput| TSdata Series Names|
|simulate| TSmodel のシミュレーション|
|smoother| Evaluate a smoother with a TSmodel|
|stability| Calculate Stability of a TSmodel|
|state| Extract State|
|sumSqerror| Calculate sum of squared prediction errors|
|summary.TSdata| Specific Methods for Summary|
|testEqual.ARMA| Specific Methods for Testing Equality|
|tfplot.TSdata| Tfplot Specific Methods|
|tframed.TSdata| Specific Methods for tframed Data|
|toARMA| ARMA モデルに変換|
|toSS| Convert to State Space Model|
|toSSChol| Convert to Non-Innovation State Space Model|
|toSSOform| Convert to Oform|
|toSSinnov| Convert to State Space Innovations Model|
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