Multivariate Time Series Library For each package there is a section of the Users' Guide available in doc/*.pdf and these are combined in dse1/doc/dse-guide.pdf. The package dse1 is the base system, including multivariate ARMA and State Space models. Package dse2 has extensions for evaluating estimation techniques, forecasting, and for evaluating forecasting models. These packages require the packages setRNG and tframe.
| Bundle of: | dse1 dse2 |
| Version: | 2007.11-1 |
| Depends: | R (≥ 2.5.0), setRNG (≥ 2004.4-1), tframe (≥ 2007.5-3) |
| Author: | Paul Gilbert |
| Maintainer: | Paul Gilbert <pgilbert at bank-banque-canada.ca> |
| License: | GPL-2 | file LICENSE |
| URL: | http://www.bank-banque-canada.ca/pgilbert |
| In views: | Econometrics, Finance |
| CRAN checks: | dse results |
Downloads:
| Package source: | dse_2007.11-1.tar.gz |
| MacOS X binary: | dse_2007.11-1.tgz |
| Windows binary: | dse_2007.11-1.zip |
| Reference manual: | dse.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | dse archive |