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dse  

Dynamic Systems Estimation (Time Series Package)
View on CRAN: Click here


Download and install dse package within the R console
Install from CRAN:
install.packages("dse")

Install from Github:
library("remotes")
install_github("cran/dse")

Install by package version:
library("remotes")
install_version("dse", "2020.2-1")



Attach the package and use:
library("dse")
Maintained by
Paul Gilbert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2000-04-21
Latest Update: 2024-03-02
Description:
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.
How to cite:
Paul Gilbert (2000). dse: Dynamic Systems Estimation (Time Series Package). R package version 2020.2-1, https://cran.r-project.org/web/packages/dse. Accessed 15 Mar. 2025.
Previous versions and publish date:
2000.9-1 (2000-09-28 17:38), 2000.12-1 (2000-12-22 13:23), 2001.4-1 (2001-04-06 19:54), 2001.6-1 (2001-06-09 08:14), 2001.10-1 (2001-10-16 11:19), 2001.12-1 (2001-12-20 13:23), 2002.4-1 (2002-04-26 18:18), 2002.6-1 (2002-07-30 18:53), 2003.2-1 (2003-02-21 18:21), 2003.3-1 (2003-03-02 16:13), 2003.4-1 (2003-04-27 20:24), 2003.6-1 (2003-06-18 22:50), 2003.9-1 (2003-09-20 09:59), 2004.3-1 (2004-03-26 08:51), 2004.4-1 (2004-04-18 23:01), 2004.10-1 (2004-10-13 14:11), 2005.1-1 (2005-01-06 00:21), 2005.4-1 (2005-04-27 18:27), 2005.6-1 (2005-06-24 07:35), 2005.9-1 (2005-09-14 16:29), 2006.1-1 (2006-01-11 11:19), 2006.4-1 (2006-04-19 09:36), 2006.10-1 (2006-10-04 10:23), 2007.5-1 (2007-05-08 21:28), 2007.5-2 (2007-05-13 15:13), 2007.7-1 (2007-07-13 07:35), 2007.11-1 (2007-12-02 10:45), 2008.10-1 (2008-10-19 18:59), 2009.7-1 (2009-07-26 20:33), 2009.10-1 (2009-10-13 10:20), 2009.10-2 (2009-10-18 12:11), 2009.12-1 (2011-01-20 14:07), 2011.3-1 (2011-03-23 10:30), 2011.11-1 (2011-11-03 13:48), 2011.11-2 (2011-11-28 13:00), 2012.4-1 (2012-05-02 08:28), 2012.6-1 (2012-09-20 08:42), 2013.3-2 (2013-03-07 08:03), 2014.11-1 (2014-11-25 08:49), 2015.12-1 (2015-12-16 18:54), 2020.2-1 (2020-02-26 08:10), R2000.4-1 (2000-04-21 14:28), R2000.6-1 (2000-06-17 07:54)
Other packages that cited dse R package
View dse citation profile
Other R packages that dse depends, imports, suggests or enhances
Functions, R codes and Examples using the dse R package
Some associated functions: 00.dse.Intro . ARMA . DSEflags . DSEutilities . DSEversion . McMillanDegree . MittnikReducedModels . MittnikReduction . Polynomials . Portmanteau . Riccati . SS . TSdata.forecastCov . TSdata . TSdataject . TSestModel . TSmodel . acf . addPlotRoots . balanceMittnik . bestTSestModel . checkBalance . checkBalanceMittnik . checkConsistentDimensions . checkResiduals . coef.TSmodel . combine.TSdata . combine.forecastCov . combine . dse-package . eg1.DSE.data . egJofF.1dec93.data . estBlackBox . estBlackBox1 . estBlackBox2 . estBlackBox3 . estBlackBox4 . estMaxLik . estSSMittnik . estSSfromVARX . estVARXar . estVARXls . estWtVariables . estimateModels . estimatorsHorizonForecastsWRTdata . excludeForecastCov . extractforecastCov . featherForecasts . fixConstants . fixF . forecast . forecastCov . forecastCovCompiled . forecastCovEstimatorsWRTdata . forecastCovEstimatorsWRTtrue . forecastCovReductionsWRTtrue . forecastCovWRTtrue . forecasts . gmap . horizonForecasts . horizonForecastsCompiled . informationTests . informationTestsCalculations . inputData . is.forecastCovEstimatorsWRTdata.subsets . l.ARMA . l.SS . l . makeTSnoise . markovParms . minForecastCov . minimumStartupLag . nseries.featherForecasts . nseriesInput . nstates . observability . outOfSample.forecastCovEstimatorsWRTdata . percentChange.TSdata . periods.TSdata . periodsInput . permute . phasePlots . plot.roots . print.TSdata . print.TSestModel . print.forecastCov . reachability . residualStats . residuals.TSestModel . roots.estimatedModels . roots . scale.TSdata . selectForecastCov . seriesNames.TSdata . seriesNamesInput.forecast . seriesNamesInput . setArrays . setTSmodelParameters . shockDecomposition . simulate . smoother . stability . state . stripMine . sumSqerror . summary.TSdata . summary.forecastCov . testEqual.ARMA . testEqual.forecast . tfplot.TSdata . tfplot.forecast . tfplot.forecastCov . tframed.TSdata . toARMA . toSS . toSSChol . toSSOform . toSSinnov . totalForecastCov . 
Some associated R codes: Rfixes.R . dse1.R . dse2.R .  Full dse package functions and examples
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