
SsfPack
 Referenced in 64 articles
[sw09502]
 used which put standard models such as ARMA and cubic spline models in state space...

MTS
 Referenced in 3 articles
[sw15485]
 models, vector MA models, vector ARMA models, seasonal vector ARMA models, VAR models with exogenous...

dse
 Referenced in 4 articles
[sw24866]
 linear, timeinvariant, time series models. This includes ARMA and statespace representations, and methods ... package has functions for looking at model roots, stability ... forecasts at different horizons. The ARMA model representation is general, so that VAR, VARX, ARIMA...

PROC ARIMA
 Referenced in 2 articles
[sw12094]
 average (ARIMA) or autoregressive movingaverage (ARMA) model. An ARIMA model predicts a value ... interrupted time series models; multiple regression analysis with ARMA errors; and rational transfer function models...

AS 191
 Referenced in 2 articles
[sw03889]
 likelihood calculation of ARMA and seasonal ARMA models...

AS 194
 Referenced in 3 articles
[sw03825]
 testing goodness of fit of ARMA (P, Q) models...

fArma
 Referenced in 3 articles
[sw09992]
 package fArma: ARMA Time Series Modelling: Environment for teaching ”Financial Engineering and Computational Finance...

gmwm
 Referenced in 1 article
[sw21249]
 used as a moment condition for model estimation through the generalized method of wavelet moments ... alternative method to estimate classical ARMA models but also delivers a general framework...

MIXREG
 Referenced in 5 articles
[sw24547]
 distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced ... ARMA(1,1) form are allowable. This model can also be used for analysis...

VGAMextra
 Referenced in 1 article
[sw30273]
 functions (ffs) to estimate several time series models by maximum likelihood using Fisher scoring, unlike ... CRAN relying on optim(), including ARMAGARCHlike models, the Order(p, d, q) ARIMAX ... model, error correction models for cointegrated time series, and ARMAstructures with Studentt errors ... function (as an alternative to ordinary quantile modelling) of several 1parameter distributions, that...

SPEKTR
 Referenced in 1 article
[sw26577]
 time series spectrum along the ARMA mathematical model. Some subroutines for the statistical estimation...

ITSM2000
 Referenced in 2 articles
[sw16941]
 logic and tools of time series modelbuilding are developed in detail. Numerous exercises ... stationary processes, ARMA and ARIMA processes, multivariate time series and statespace models, with ... calculus – An expanded section on continuoustime ARMA processes...

glarma
 Referenced in 3 articles
[sw23274]
 driven nonlinear nonGaussian state space models. The state vector consists of a linear ... component consisting of an autoregressivemoving average (ARMA) filter of past predictive residuals. Currently three ... likelihood (conditional on initializing values for the ARMA process) optimized using Fisher scoring or Newton ... testing for serial dependence in generalized linear model settings. Graphical diagnostics including model fits, autocorrelation...

MATNEM
 Referenced in 0 articles
[sw05713]
 management algorithms, nonlinear estimation routines (ARMA, multiplicative error models (GARCH, ACD)), and frequentist model averaging...

STSA
 Referenced in 1 article
[sw20186]
 capabilities for ARMA and ARFIMA, Bayesian, nonlinear and spectral analysis related models. Extensive time...

arfima
 Referenced in 1 article
[sw28704]
 ARIMA (and Other Long Memory) Time Series Modeling. Simulates, fits, and predicts longmemory ... antipersistent time series, possibly mixed with ARMA, regression, transferfunction components. Exact methods...

EViews
 Referenced in 30 articles
[sw00254]
 Eviews supports general statistical analysis and econometric analyses...

gretl
 Referenced in 16 articles
[sw00386]
 gretl: Gnu Regression, Econometrics and Timeseries Library...

ITSM
 Referenced in 16 articles
[sw00461]
 ITSM (Interactive Time Series Modelling) 6.0 is an...

LAPACK
 Referenced in 1504 articles
[sw00503]
 LAPACK is written in Fortran 90 and provides...