
ARfit
 Referenced in 37 articles
[sw00046]
 modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains modules ... given time series data, for analyzing eigen modes of a fitted model, and for simulating ... parameters of AR models from given time series data with a stepwise least squares algorithm ... assessed. Dynamical characteristics of the modeled time series can be examined by means...

TSA
 Referenced in 45 articles
[sw11958]
 Time Series Analysis. Contains R functions and datasets detailed in the book ”Time Series Analysis...

StFinMetrics
 Referenced in 34 articles
[sw29976]
 Modeling financial time series with SPlus. This book can be considered as a users ... statistical analysis and modelling of financial time series. But the book can also be used ... introduction to the time series analysis which covers computational and interpretational aspects of the topics ... GARCH models; modelling of long memory time series (including fractional ARIMA and GARCH); time series...

SAS/ETS
 Referenced in 37 articles
[sw24826]
 simulate processes with econometric and time series analysis. Economic and market conditions, customer demographics, pricing ... affect your organization. Our econometric capabilities, time series analysis and time series forecasting techniques...

TDSL
 Referenced in 31 articles
[sw04506]
 Time Series Data Library The Time Series Data Library is a collection ... about 800 time series that I have maintained since about 1992, and hosted ... includes data from a lot of time series textbooks, as well as many other ... maintaining and using time series data. You can easily search...

Amelia
 Referenced in 35 articles
[sw04533]
 such as a survey), from a time series (like variables collected for each year ... country), or from a timeseriescrosssectional data set (such as collected by years ... approaches by allowing for trends in time series across observations within a crosssectional unit...

zoo
 Referenced in 38 articles
[sw10603]
 Infrastructure for Regular and Irregular Time Series (Z’s ordered observations). An S3 class with ... particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo’s key design...

dlm
 Referenced in 28 articles
[sw04503]
 book gives an introduction to statistical time series analysis by dynamic linear models. It covers ... dynamic linear models particularly suited for time series analysis, both for univariate and multivariate data ... paragraph deals with classical tools for time series analysis. Then, dynamic linear models for time...

CAPTAIN
 Referenced in 33 articles
[sw14783]
 ComputerAided Program for Timeseries Analysis and Identification of Noisy Systems (CAPTAIN) Toolbox. This ... important aspects of identification, estimation, nonstationary time series analysis and signal processing, adaptive forecasting...

tseries
 Referenced in 30 articles
[sw04509]
 package tseries: Time series analysis and computational finance , Package for time series analysis and computational...

LASS
 Referenced in 29 articles
[sw00505]
 LASS tool is designed to handle time series that have longrange dependence ... also be applied to economic time series. In addition, a medianbased wavelet spectrum...

WaveThresh4
 Referenced in 39 articles
[sw04496]
 kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation...

pomp
 Referenced in 38 articles
[sw10664]
 simulating them, and fitting them to time series data by a variety of frequentist...

Microfit
 Referenced in 37 articles
[sw15806]
 specifically designed for econometric modelling of time series data. This manual describes what Microfit...

SIMSON
 Referenced in 36 articles
[sw13385]
 simulation (DNS) in which all length and time scales are resolved, or in largeeddy ... wallparallel directions are discretized using Fourier series ... wallnormal direction using Chebyshev series. Time integration is performed using a third order Runge...

Daisy
 Referenced in 34 articles
[sw08597]
 reproducible. In many cases, datasets and time series, that are used to illustrate identification methods...

S+WAVELETS
 Referenced in 34 articles
[sw12244]
 toolkit for wavelet analysis of signals, time series, images, and other data...

quantilogram
 Referenced in 24 articles
[sw25152]
 propose a new diagnostic tool for time series called the quantilogram. The tool ... test the hypothesis that a given time series has no directional predictability. The test...

JMulTi
 Referenced in 32 articles
[sw00477]
 tool for certain econometric procedures in time series analysis that are especially difficult...

SLEX
 Referenced in 18 articles
[sw08605]
 Discrimination and Classification of Nonstationary Time Series Using the SLEX Model. Statistical discrimination for nonstationary ... extract local features of the time series, is consistent, and is computationally efficient. Here ... extract local spectral features of the time series. The first step in our procedure, which ... between two or more classes of time series. In the next step, we construct...