• LIMDEP

  • Referenced in 74 articles [sw04925]
  • estimation and analysis of linear and nonlinear models, with cross section, time series and panel ... field of econometric and statistical analysis and has provided many recent innovations including cutting edge...
  • S+WAVELETS

  • Referenced in 34 articles [sw12244]
  • object-oriented toolkit for wavelet analysis of signals, time series, images, and other data ... Plus language for data analysis, statistics, and scientific computing. The module is oriented towards engineers...
  • ITSM

  • Referenced in 16 articles [sw00461]
  • designed for the user engaged in time series analysis and forecasting that desires an easy...
  • E4

  • Referenced in 12 articles [sw17878]
  • Alexandre Trindade: ”State-Space Methods for Time Series Analysis: Theory, Applications and Software.” Chapman...
  • GW-WINKS

  • Referenced in 9 articles [sw07742]
  • Applied time series analysis Virtually any random process developing chronologically can be viewed...
  • fractal

  • Referenced in 7 articles [sw23367]
  • package fractal: A Fractal Time Series Modeling and Analysis ... Package. Stochastic fractal and deterministic chaotic time series analysis...
  • OxMetrics

  • Referenced in 11 articles [sw00664]
  • integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling, or statistical...
  • timsac

  • Referenced in 7 articles [sw07336]
  • Series Analysis and Control package. Functions for statistical analysis, prediction and control of time series...
  • CATS

  • Referenced in 10 articles [sw04122]
  • CATS (Cointegration Analysis of Time Series) is a set of cointegration analysis procedures written...
  • ftsa

  • Referenced in 6 articles [sw14707]
  • package, ftsa: Functional Time Series Analysis. Functions for visualizing, modeling, forecasting and hypothesis testing...
  • MTS

  • Referenced in 4 articles [sw15485]
  • general package for analyzing multivariate linear time series and estimating multivariate volatility models. It also ... analysis. (a) For the multivariate linear time series analysis, the package performs model specification, estimation ... exogenous variables, multivariate regression models with time series errors, augmented VAR models, and Error-correction ... estimation of VAR models, and multivariate time series analysis with missing values.Users can also...
  • Nmmapsdata

  • Referenced in 6 articles [sw11814]
  • present a a small multicity time series analysis of daily non-accidental mortality and PM10 ... NMMAPSdata package and additional examples of time series models for air pollution and mortality...
  • MATS

  • Referenced in 4 articles [sw10542]
  • Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures ... such as physiology and finance, large time series data bases are to be analyzed requiring ... independently. The Measures of Analysis of Time Series (MATS) MATLAB toolkit is designed to handle ... results support different settings of time series analysis, such as the detection of dynamics changes...
  • nonlinearTseries

  • Referenced in 3 articles [sw29817]
  • package nonlinearTseries: Nonlinear Time Series Analysis. Functions for nonlinear time series analysis. This package permits ... Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate ... based on the book ”Nonlinear time series analysis” by Holger Kantz and Thomas Schreiber (ISBN...
  • gcmr

  • Referenced in 25 articles [sw07433]
  • continuous setting numerical approximations are used. Residual analysis and a specification test are suggested ... data applications regarding time series, cross-design data, longitudinal studies, survival analysis and spatial regression...
  • BootWPTOS

  • Referenced in 5 articles [sw23807]
  • explosion in the number of nonstationary time series analysis tools. Most existing stationarity tests rely ... work with a wide range of time series including those whose marginal distributions possess heavy...
  • LinMapTS

  • Referenced in 5 articles [sw22220]
  • Polynomial Global Approach to Time Series Analysis, the most costly (computationally speaking) step ... comparison with the similar procedure of the TimeS package developed by Carli ... employed in observed and simulated time series to illustrate the performance obtained...
  • ECOTOOL

  • Referenced in 5 articles [sw12435]
  • validation and forecasting models based on time series analysis, among them, ARIMA, Exponential Smoothing, Unobserved...
  • ltsa

  • Referenced in 4 articles [sw25613]
  • package ltsa: Linear Time Series Analysis. Methods of developing linear time series modelling. Methods...
  • pyunicorn

  • Referenced in 3 articles [sw19314]
  • Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package ... from complex network theory and nonlinear time series analysis. exttt{pyunicorn} is a fully object ... interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced ... quantification analysis (RQA), recurrence networks, visibility graphs and construction of surrogate time series. The range...