minimumStartupLag

minimumStartupLag.SS

minimumStartupLag.ARMA

minimumStartupLag.TSestModel

startShift

<p>A TSmodel or object containing a TSmodel.</p>

model

data

<p>Number of Starting Periods Required for a Model</p>

Tools for multivariate, linear, time-invariant,
time series models. This includes ARMA and state-space representations,
and methods for converting between them. It also includes simulation
methods and several estimation functions. The package has functions
for looking at model roots, stability, and forecasts at different
horizons. The ARMA model representation is general, so that VAR, VARX,
ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
filter and smoother estimates can be obtained from the state space
model, and state-space model reduction techniques are implemented.
An introduction and User's Guide is available in a vignette.

Paul Gilbert

Dynamic Systems Estimation (Time Series Package)

minimumStartupLag function

Starting Periods Required — minimumStartupLag

Starting Periods Required

minimumStartupLag: Starting Periods Required

Description

Usage

Arguments

Value

Details

See Also