timsac (version 1.3.8-4)

Time Series Analysis and Control Package

Description

Functions for statistical analysis, prediction and control of time series based mainly on Akaike and Nakagawa (1988) .

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Version

Install

install.packages('timsac')

Monthly Downloads

827

Version

1.3.8-4

License

GPL (>= 2)

Maintainer

Masami Saga

Last Published

September 30th, 2023

Functions in timsac (1.3.8-4)

Bayesian Type All Subset Analysis

covgen

Covariance Generation

blomar

Bayesian Method of Locally Stationary Multivariate AR Model Fitting

canoca

Canonical Correlation Analysis of Vector Time Series

baysea

Bayesian Seasonal Adjustment Procedure

bispec

Bispectrum

canarm

Canonical Correlation Analysis of Scalar Time Series

bispecData

Univariate Test Data

decomp

Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter

blocar

Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case

fftcor

Auto And/Or Cross Correlations via FFT

exsar

Exact Maximum Likelihood Method of Scalar AR Model Fitting

mfilter

Linear Filtering on a Multivariate Time Series

fpeaut

FPE Auto

mlomar

Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting

mlocar

Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Case

markov

Maximum Likelihood Computation of Markovian Model

locarData

Non-stationary Test Data

fpec

AR model Fitting for Control

mulbar

Multivariate Bayesian Method of AR Model Fitting

nonstData

Non-stationary Test Data

mulmar

Multivariate Case of Minimum AIC Method of AR Model Fitting

mulcor

Multiple Correlation

nonst

Non-stationary Power Spectrum Analysis

mulnos

Relative Power Contribution

mulrsp

Multiple Rational Spectrum

mulfrf

Frequency Response Function (Multiple Channel)

optdes

Optimal Controller Design

optsim

Optimal Control Simulation

Optimal Controller Design and Simulation

thirmo

Third Order Moments

unibar

Univariate Bayesian Method of AR Model Fitting

unimar

Univariate Case of Minimum AIC Method of AR Model Fitting

wnoise

White Noise Generator

timsac-package

Time Series Analysis and Control Program Package

plot.decomp

Plot Trend, Seasonal, AR Components and Trading Day Factor

perars

Periodic Autoregression for a Scalar Time Series

xsarma

Exact Maximum Likelihood Method of Scalar ARMA Model Fitting

raspec

Rational Spectrum

sglfre

Frequency Response Function (Single Channel)

autoarmafit

Automatic ARMA Model Fitting

LaborData

Labor force Data

Canadianlynx

Time series of Canadian lynx data