# Dynamic Systems Estimation (time series package)

## User Guides and Package Vignettes

Read overview or browse directory.

## Help Pages

A B C D E F G I L M N O P R S T W Y

.DSECOMPILED | Use Compiled or S/R Code
.DSEDUP | Use Compiled or S/R Code
00Intro.dse1 | DSE

## -- A --

acfM | Calculate Auto-Covariance
addPlotRoots | Add Model Roots to a plot
ARMA | ARMA Model Constructor
as.TSdata | Construct TSdata time series object

## -- B --

balanceMittnik | Balance a state space model
bestTSestModel | Select Best Model
bft | Estimate a TSmodel

## -- C --

characteristicPoly | Polynomial Utilities
checkBalance | Check Balance of a TSmodel
checkBalanceMittnik | Check Balance of a TSmodel
checkConsistentDimensions | Check Consistent Dimensions
checkResiduals | Autocorrelations Diagnostics
checkScale | Scale Methods for TS objects
coef.TSestModel | Extract Model Parameters
coef.TSmodel | Extract Model Parameters
combine | Combine two objects.
combine.TSdata | Combine series from two TSdata objects.
companionMatrix | Polynomial Utilities

## -- D --

diffLog | Calculate the difference of log data
DSEversion | Print Version Information

## -- E --

eg1.dat | Four Time Series used in Gilbert (1993)
eg1.DSE.data | Four Time Series used in Gilbert (1993)
egJofF.1dec93.data | Eleven Time Series used in Gilbert (1995)
end.TSdata | Specific Methods for tframed Data
end.TSestModel | Specific Methods for tframed Data
endInput | TSdata Periods
endOutput | TSdata Periods
estBlackBox | Estimate a TSmodel
estBlackBox1 | Estimate a TSmodel
estBlackBox2 | Estimate a TSmodel
estBlackBox3 | Estimate a TSmodel
estBlackBox4 | Estimate a TSmodel
estMaxLik | Maximum Likelihood Estimation
estSSfromVARX | Estimate a state space TSmodel using VAR estimation
estSSMittnik | Estimate a State Space Model
estVARXar | Estimate a VAR TSmodel
estVARXls | Estimate a VAR TSmodel
estWtVariables | Weighted Estimation

## -- F --

findg | Find Equivalence Transformation
fixConstants | Fix TSmodel Coefficients (Parameters) to Constants
fixF | Set SS Model F Matrix to Constants
frequency.TSdata | Specific Methods for tframed Data
frequency.TSestModel | Specific Methods for tframed Data
frequencyInput | TSdata Periods
frequencyOutput | TSdata Periods

## -- G --

gmap | Basis Transformation of a Model.

## -- I --

identifiers.TSdata | tfPADI Specific Methods
identifiers.TSestModel | tfPADI Specific Methods
informationTests | Tabulates selection criteria
informationTestsCalculations | Calculate selection criteria
inputData | TSdata Series
is.ARMA | ARMA Model Constructor
is.innov.SS | State Space Models
is.nonInnov.SS | State Space Models
is.SS | State Space Models
is.TSdata | Construct TSdata time series object
is.TSestModel | Estimated Time Series Model
is.TSmodel | Time Series Models

## -- L --

l | Evaluate a TSmodel
l.ARMA | Evaluate an ARMA TSmodel
l.SS | Evaluate a state space TSmodel
l.TSdata | Evaluate a TSmodel
l.TSestModel | Evaluate a TSmodel

## -- M --

markovParms | Markov Parameters
McMillanDegree | Calculate McMillan Degree
MittnikReducedModels | Reduced Models via Mittnik SVD balancing
MittnikReduction | Balance and Reduce a Model
MittnikReduction.from.Hankel | Balance and Reduce a Model

## -- N --

nseriesInput | Number of Series in in Input or Output
nseriesOutput | Number of Series in in Input or Output

## -- O --

observability | Calculate Model Observability Matrix
old.estVARXar | Estimate a VAR TSmodel
outputData | TSdata Series

## -- P --

percentChange | Calculate percent change
periods.TSdata | Specific Methods for tframed Data
periods.TSestModel | Specific Methods for tframed Data
periodsInput | TSdata Periods
periodsOutput | TSdata Periods
plot.roots | Plot Model Roots
polydet | Polynomial Utilities
polyprod | Polynomial Utilities
polyrootDet | Polynomial Utilities
polysum | Polynomial Utilities
polyvalue | Polynomial Utilities
Portmanteau | Calculate Portmanteau statistic
print.ARMA | Display TSmodel Arrays
print.SS | Display TSmodel Arrays
print.summary.ARMA | Specific Methods for Summary
print.summary.SS | Specific Methods for Summary
print.summary.TSdata | Specific Methods for Summary
print.summary.TSestModel | Specific Methods for Summary
print.TSdata | Print Specific Methods
print.TSestModel | Display TSmodel Arrays

## -- R --

reachability | Calculate Model Reachability Matrix
residualStats | Calculate Residuals Statistics and Likelihood
Riccati | Riccati Equation
roots | Calculate Model Roots

## -- S --

scale.ARMA | Scale Methods for TS objects
scale.innov | Scale Methods for TS objects
scale.nonInnov | Scale Methods for TS objects
scale.TSdata | Scale Methods for TS objects
scale.TSestModel | Scale Methods for TS objects
seriesNames.TSdata | Series Names Specific Methods
seriesNames.TSestModel | Series Names Specific Methods
seriesNames.TSmodel | Series Names Specific Methods
seriesNamesInput | TSdata Series Names
seriesNamesOutput | TSdata Series Names
setTSmodelParameters | Set TSmodel Parameter Information
simulate | Simulate a TSmodel
smoother | Evaluate a smoother with a TSmodel
sourcedb.TSdata | tfPADI Specific Methods
sourcedb.TSestModel | tfPADI Specific Methods
sourceInfo.TSdata | tfPADI Specific Methods
sourceInfo.TSestModel | tfPADI Specific Methods
sourceserver.TSdata | tfPADI Specific Methods
sourceserver.TSestModel | tfPADI Specific Methods
SS | State Space Models
stability | Calculate Stability of a TSmodel
standardize | standardize data
start.TSdata | Specific Methods for tframed Data
start.TSestModel | Specific Methods for tframed Data
startInput | TSdata Periods
startOutput | TSdata Periods
summary.ARMA | Specific Methods for Summary
summary.SS | Specific Methods for Summary
summary.TSdata | Specific Methods for Summary
summary.TSestModel | Specific Methods for Summary
sumSqerror | Calculate sum of squared prediction errors
SVDbalanceMittnik | Balance a state space model

## -- T --

tbind.TSdata | Specific Methods for tframed Data
testEqual.ARMA | Specific Methods for Testing Equality
testEqual.SS | Specific Methods for Testing Equality
testEqual.TSdata | Specific Methods for Testing Equality
testEqual.TSestModel | Specific Methods for Testing Equality
testEqual.TSmodel | Specific Methods for Testing Equality
tfplot.TSdata | Tfplot Specific Methods
tfplot.TSestModel | Tfplot Specific Methods
tframed.TSdata | Specific Methods for tframed Data
tfwindow.TSdata | Specific Methods for tframed Data
toARMA | Convert to an ARMA Model
toSS | Convert to State Space Model
toSSaugment | Convert to State Space Model
toSSChol | Convert to Non-Innovation State Space Model
toSSinnov | Convert to State Space Innovations Model
toSSnested | Convert to State Space Model
toSSOform | Convert to Oform
trimNA.TSdata | Specific Methods for tframed Data
TSdata | Construct TSdata time series object
TSdata.object | time series data object
TSdata.TSdata | Construct TSdata time series object
TSdata.TSestModel | Construct TSdata time series object
TSestModel | Estimated Time Series Model
TSmodel | Time Series Models

## -- W --

window.TSdata | Specific Methods for tframed Data

## -- Y --

ytoypc | Convert to year to year percent change