ASSA (version 2.0)

Applied Singular Spectrum Analysis (ASSA)

Description

Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) ; de Carvalho et al (2012) ).

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Version

Install

install.packages('ASSA')

Monthly Downloads

248

Version

2.0

License

GPL (>= 3)

Maintainer

Miguel de Carvalho

Last Published

November 20th, 2020

Functions in ASSA (2.0)

brexit

Brexit Poll Tracker

bmssa

Multivariate Singular Spectrum Business Cycle Indicator

bssa

Singular Spectrum Business Cycle Indicator

misst

Multivariate Interval Singular Spectrum Trendlines

GDPIP

A Real-time Vintage of GDP and IP for the US Economy

isst

Interval Singular Spectrum Trendlines

ASSA-package

Applied Singular Spectrum Analysis

itsframe

Interval Time Series Frame Objects

merval

MERVAL interval data

msstc

Multivariate Singular Spectrum Trendlines for Compositional Data

predict

Forecasting with Singular Spectrum Trendline

mitsframe

Multivariate Interval Valued Time Series Frame Objects

combplot

Comb-plot

tsframe

Time Series Frame Objects

sst

Singular Spectrum Trendline

mtsframe

Multivariate Time Series Frame Objects

msst

Multivariate Singular Spectrum Trendlines