Time Series Analysis with State Space Model

Documentation for package ‘TSSS’ version 1.2.4

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TSSS-package	Time Series Analysis with State Space Model
arfit	Univariate AR Model Fitting
armafit	Scalar ARMA Model Fitting
armaimp	Calculate Characteristics of Scalar ARMA Model
BLSALLFOOD	BLSALLFOOD Data
boxcox	Box-Cox Transformation
crscor	Cross-Covariance and Cross-Correlation
fftper	Compute a Periodogram via FFT
HAKUSAN	Ship's Navigation Data
klinfo	Kullback-Leibler Information
lsar	Decomposition of Time Interval to Stationary Subintervals
lsar.chgpt	Estimation of the Change Point
lsqr	The Least Squares Method via Householder Transformation
marfit	Yule-Walker Method of Fitting Multivariate AR Model Fitting
marlsq	Least Squares Method for Multivariate AR Model
marspc	Cross Spectra and Power Contribution
MYE1F	Seismic Data
ngsim	Simulation by Non-Gaussian State Space Model
ngsmth	Non-Gaussian Smoothing
pdfunc	Probability Density Function
period	Compute a Periodogram
plot.arma	Plot Analysis Result of ARMA Model
plot.lsqr	Plot Fitted Trigonometric Polynomial
plot.ngsmth	Plot Smoothed Density Function
plot.polreg	Plot Fitted Polynomial Trend
plot.season	Plot Trend, Seasonal and AR Components
plot.simulate	Plot Simulated Data Generated by State Space Model
plot.smooth	Plot Mean Vectors of Smoother
plot.spg	Plot Smoothed Periodogram
plot.trend	Plot Trend and Residuals
plot.tvspc	Plot Evolutionary Power Spectra Obtained by Time Varying AR Model
polreg	Polynomial Regression Model
season	Seasonal Adjustment
simssm	Simulation by Gaussian State Space Model
Sunspot	Sun Spot Number Data
Temperature	Temperatures Data
trend	Trend Estimation
tsmooth	Prediction and Interpolation of Time Series
TSSS	Time Series Analysis with State Space Model
tvar	Time Varying Coefficients AR Model
tvspc	Evolutionary Power Spectra by Time Varying AR Model
tvvar	Time Varying Variance
unicor	Autocovariance and Autocorrelation
WHARD	Wholesale Hardware Data