Dynamic Systems Estimation (Time Series Package)
Overview
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.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 119 (7 internal)includes a package overview page
- Examples that run
- 99%81 run in a plain check · 1 hold no code
- Exported functions with examples
- 83%
- Documented parameters
- 95%
- Return-value docs
- 92%
- Help pages citing references
- 16%
Also includes 7 demo scripts (run with demo())
Downloads
Dependencies
Code & Tests
Datasets
People & History
Maintainer since 2.0.0 (2004)
Pick two releases to compare their code metrics.
- RR 4.4.0 released · 2024-04-24
- archivedRemoved from CRAN2024-03-02issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 2020.2-12020-02-26 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 2015.12-12015-12-16 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 2014.11-12014-11-25 · diff ↗ ·
added 137 exports
DSEversion, .DSEflags, acf, McMillanDegree, stability, roots, addPlotRoots, observability, reachability, checkBalance, checkBalanceMittnik, toSS, toSSaugment, toSSnested, gmap, fixConstants, toSSinnov, toSSOform, fixF, toSSChol, toARMA, Riccati, markovParms, characteristicPoly, companionMatrix, polyvalue, polydet, polyprod, polysum, polyrootDet and 107 more - RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
Show 74 earlier eventsHide 74 earlier events
- 2013.3-22013-03-07 · diff ↗
- 2012.6-12012-09-20 · diff ↗
- 2012.4-12012-05-02 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 2011.11-22011-11-28 · diff ↗
- 2011.11-12011-11-03 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- 2011.3-12011-03-23 · diff ↗
- 2009.12-12011-01-20 · diff ↗
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- 2009.10-22009-10-18 · diff ↗
- 2009.10-12009-10-13 · diff ↗ ·
added 137 exports
DSEversion, .DSEflags, acf, McMillanDegree, stability, roots, addPlotRoots, observability, reachability, checkBalance, checkBalanceMittnik, toSS, toSSaugment, toSSnested, gmap, fixConstants, toSSinnov, toSSOform, fixF, toSSChol, toARMA, Riccati, markovParms, characteristicPoly, companionMatrix, polyvalue, polydet, polyprod, polysum, polyrootDet and 107 more - 2009.7-12009-07-26 · diff ↗
- RR 2.9.0 released · 2009-04-17
- RR 2.8.0 released · 2008-10-20
- 2008.10-12008-10-17 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 2007.11-12007-11-30 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 2007.7-12007-07-13 · diff ↗
- 2007.5-22007-05-11 · diff ↗
- 2007.5-12007-05-08 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 2006.10-12006-10-03 · diff ↗
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 2006.4-12006-04-17 · diff ↗
- 2006.1-12006-01-10 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 2005.9-12005-09-09 · diff ↗
- 2005.6-12005-06-23 · diff ↗
- 2005.4-12005-04-27 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 2005.1-12005-01-03 · diff ↗
- 2004.10-12004-10-10 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 2004.4-12004-04-14 · diff ↗
- 2004.3-12014-11-25 · diff ↗
- 2003.9-12014-11-25 · diff ↗
- 2003.6-12014-11-25 · diff ↗
- 2003.4-12014-11-25 · diff ↗
- 2003.3-12014-11-25 · diff ↗
- 2003.2-12014-11-25 · diff ↗
- 2002.6-12014-11-25 · diff ↗
- 2002.4-12014-11-25 · diff ↗
- 2001.12-12014-11-25 · diff ↗
- 2001.10-12014-11-25 · diff ↗
- 2001.6-12014-11-25 · diff ↗
- 2001.4-12014-11-25 · diff ↗
- 2000.12-12014-11-25 · diff ↗ ·
removed 137 exports
DSEversion, .DSEflags, acf, McMillanDegree, stability, roots, addPlotRoots, observability, reachability, checkBalance, checkBalanceMittnik, toSS, toSSaugment, toSSnested, gmap, fixConstants, toSSinnov, toSSOform, fixF, toSSChol, toARMA, Riccati, markovParms, characteristicPoly, companionMatrix, polyvalue, polydet, polyprod, polysum, polyrootDet and 107 more - 2000.9-12014-11-25 · diff ↗
- 3.0.02013-03-07 · diff ↗
- 2.15.22012-08-14 · diff ↗
- 2.15.12012-04-12 · diff ↗
- 2.14.12011-11-17 · diff ↗
- 2.13.02011-03-14 · diff ↗ ·
removed 2 exports
periodsInput, periodsOutputadded 2 exports
TobsInput, TobsOutput - 2.10.12009-12-01 · diff ↗
- 2.10.02009-10-14 · diff ↗
- 2.9.22009-07-25 · diff ↗
- 2.8.02008-10-17 · diff ↗
- 2.6.22007-11-30 · diff ↗
- 2.6.02007-07-13 · diff ↗
- 2.5.12007-05-11 · diff ↗
- 2.4.02006-10-03 · diff ↗
- 2.3.02006-04-17 · diff ↗
- 2.2.02005-09-09 · diff ↗
- 2.1.12005-04-27 · diff ↗
- 2.1.02005-01-03 · diff ↗
- 2.0.12004-10-10 · diff ↗
- 2.0.02004-04-14
- RR 1.9.0 released · 2004-04-12
Package metadata
- First published
- 2004-04-14
- Total releases
- 60 / 22 yrs
- License
- GPL-2 OSI
- Copyright
- 1993-1996,1998-2011 Bank of Canada. 1997,2012-2014 Paul Gilbert
- Minimum R
- ≥ 2.5.0
- Bundled data
- 30 KB / 3 files
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