Package: timsac 1.3.8-4

Masami Saga

timsac: Time Series Analysis and Control Package

Functions for statistical analysis, prediction and control of time series based mainly on Akaike and Nakagawa (1988) <ISBN 978-90-277-2786-2>.

Authors:The Institute of Statistical Mathematics

timsac_1.3.8-4.tar.gz
timsac_1.3.8-4.tar.gz(r-4.5-noble)timsac_1.3.8-4.tar.gz(r-4.4-noble)
timsac_1.3.8-4.tgz(r-4.4-emscripten)timsac_1.3.8-4.tgz(r-4.3-emscripten)
timsac.pdf |timsac.html✨
timsac/json (API)
NEWS

# Install 'timsac' in R:
install.packages('timsac', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

1.60 score 1 stars 1 packages 87 scripts 1.3k downloads 41 exports 0 dependencies

Last updated 1 years agofrom:1059d3e8f6. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 10 2024
R-4.5-linux-x86_64OKDec 10 2024

Exports:armafitauspecautcorautoarmafitbayseabispecblocarblomarbsubstcanarmcanocacovgendecompexsarfftcorfpeautfpecmarkovmfiltermlocarmlomarmulbarmulcormulfrfmulmarmulnosmulrspmulspenonstoptdesoptsimperarsprdctrraspecsglfresimconthirmounibarunimarwnoisexsarma

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Time Series Analysis and Control Program Packagetimsac-package timsac
Airpollution DataAirpollution
Amerikamaru DataAmerikamaru
ARMA Model Fittingarmafit
Power Spectrumauspec
Autocorrelationautcor
Automatic ARMA Model Fittingautoarmafit print.autoarmafit
Bayesian Seasonal Adjustment Procedurebaysea
Bispectrumbispec
Univariate Test DatabispecData
Bayesian Method of Locally Stationary AR Model Fitting; Scalar Caseblocar
Bayesian Method of Locally Stationary Multivariate AR Model Fittingblomar print.blomar
Blsallfood DataBlsallfood
Bayesian Type All Subset Analysisbsubst
Time series of Canadian lynx dataCanadianlynx
Canonical Correlation Analysis of Scalar Time Seriescanarm
Canonical Correlation Analysis of Vector Time Seriescanoca
Covariance Generationcovgen
Time Series Decomposition (Seasonal Adjustment) by Square-Root Filterdecomp
Exact Maximum Likelihood Method of Scalar AR Model Fittingexsar
Auto And/Or Cross Correlations via FFTfftcor
FPE Autofpeaut
AR model Fitting for Controlfpec print.fpec
Labor force DataLaborData
Non-stationary Test DatalocarData
Maximum Likelihood Computation of Markovian Modelmarkov
Linear Filtering on a Multivariate Time Seriesmfilter
Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Casemlocar
Minimum AIC Method of Locally Stationary Multivariate AR Model Fittingmlomar print.mlomar
Multivariate Bayesian Method of AR Model Fittingmulbar
Multiple Correlationmulcor print.mulcor
Frequency Response Function (Multiple Channel)mulfrf
Multivariate Case of Minimum AIC Method of AR Model Fittingmulmar
Relative Power Contributionmulnos
Multiple Rational Spectrummulrsp
Multiple Spectrummulspe ptint.mulspe
Non-stationary Power Spectrum Analysisnonst
Non-stationary Test DatanonstData
Optimal Controller Designoptdes
Optimal Control Simulationoptsim
Periodic Autoregression for a Scalar Time Seriesperars print.perars
Plot Trend, Seasonal, AR Components and Trading Day Factorplot.decomp
Plot Spectrumplot.specmx
Power Plant DataPowerplant
Prediction Programprdctr print.prdctr
Rational Spectrumraspec
Frequency Response Function (Single Channel)sglfre
Optimal Controller Design and Simulationsimcon
Third Order Momentsthirmo
Univariate Bayesian Method of AR Model Fittingunibar
Univariate Case of Minimum AIC Method of AR Model Fittingunimar
White Noise Generatorwnoise
Exact Maximum Likelihood Method of Scalar ARMA Model Fittingxsarma