R: Time Series Analysis with State Space Model

# Time Series Analysis with State Space Model

## Documentation for package ‘TSSS’ version 1.3.4-7

- DESCRIPTION file
- Package NEWS

## Help Pages

TSSS-package | Time Series Analysis with State Space Model
arfit | Univariate AR Model Fitting
armachar | Calculate Characteristics of Scalar ARMA Model
armafit | Scalar ARMA Model Fitting
armafit2 | Scalar ARMA Model Fitting
BLSALLFOOD | BLSALLFOOD Data
boxcox | Box-Cox Transformation
crscor | Cross-Covariance and Cross-Correlation
fftper | Compute a Periodogram via FFT
Haibara | Haibara Data
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
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
Nikkei225 | Nikkei225
NLmodel | The Nonlinear State-Space Model Data
pdfunc | Probability Density Function
period | Compute a Periodogram
pfilter | Particle Filtering and Smoothing
pfilterNL | Particle Filtering and Smoothing for Nonlinear State-Space Model
PfilterSample | Sample Data for Particle Filter and Smoother
plot.boxcox | Plot Box-Cox Transformed Data
plot.lsqr | Plot Fitted Trigonometric Polynomial
plot.ngsmth | Plot Smoothed Density Function
plot.pfilter | Particle Filtering and Smoothing
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 Posterior Distribution 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
plot.tvvar | Time Varying Variance
polreg | Polynomial Regression Model
print.tvvar | Time Varying Variance
Rainfall | Rainfall Data
season | Seasonal Adjustment
simssm | Simulation by Gaussian State Space Model
Sunspot | Sunspot 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