Time Series Analysis and Control Package
ARMA Model Fitting
Power Spectrum
Autocorrelation
Automatic ARMA Model Fitting
Bayesian Seasonal Adjustment Procedure
Bispectrum
Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case
Bayesian Method of Locally Stationary Multivariate AR Model Fitting
Bayesian Type All Subset Analysis
Canonical Correlation Analysis of Scalar Time Series
Canonical Correlation Analysis of Vector Time Series
Covariance Generation
Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter
Exact Maximum Likelihood Method of Scalar AR Model Fitting
Auto And/Or Cross Correlations via FFT
FPE Auto
AR model Fitting for Control
Maximum Likelihood Computation of Markovian Model
Linear Filtering on a Multivariate Time Series
Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Case
Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting
Multivariate Bayesian Method of AR Model Fitting
Multiple Correlation
Frequency Response Function (Multiple Channel)
Multivariate Case of Minimum AIC Method of AR Model Fitting
Relative Power Contribution
Multiple Rational Spectrum
Multiple Spectrum
Non-stationary Power Spectrum Analysis
Optimal Controller Design
Optimal Control Simulation
Periodic Autoregression for a Scalar Time Series
Plot Trend, Seasonal, AR Components and Trading Day Factor
Plot Spectrum
Prediction Program
Rational Spectrum
Frequency Response Function (Single Channel)
Optimal Controller Design and Simulation
Third Order Moments
Time Series Analysis and Control Program Package
Univariate Bayesian Method of AR Model Fitting
Univariate Case of Minimum AIC Method of AR Model Fitting
White Noise Generator
Exact Maximum Likelihood Method of Scalar ARMA Model Fitting
Functions for statistical analysis, prediction and control of time series based mainly on Akaike and Nakagawa (1988) <ISBN 978-90-277-2786-2>.