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10 projects in result set.
0. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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Registered: 2008-10-03 08:07 |
1. pvar - pvar will be a package that calculates p-variation of a sample.
In addition the calculus of p-variation will by used for testing samples for structural break.
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- Topic : Econometrics : Structural Change [Filter]
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Registered: 2012-08-23 10:39 |
2. Breaks For Additive Season and Trend - BFAST, Breaks For Additive Season and Trend, integrates the decomposition of time series into trend, season, and remainder components with methods for detecting and characterizing change within time series.
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Registered: 2009-09-14 03:28 |
3. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Registered: 2009-09-28 11:24 |
4. Rwave: time-frequency analysis in 1-D - Rwave is a library of R functions which provide an environment for the time-frequency analysis of 1-D signals. It was originally written for Splus by Rene Carmona, Bruno Torresani, and Wen L. Hwang.
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- Programming Language : Fortran [Filter]
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Registered: 2009-05-27 13:22 |
5. Panel Cointegration Tests - Computation of panel cointegration test statistics. Reported are the empirical and the standardized values (as suggested in Pedroni, 1999).
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- Topic : Econometrics : Time Series Modelling [Filter]
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Registered: 2015-07-28 19:39 |
6. Time Series Utilities and Analysis - Time Series Utilities and Analysis provides programming utilities for manipulating time series, and user programs for analyzing time series, estimating time series models, and simulating.
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Registered: 2011-01-22 23:19 |
7. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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Registered: 2009-01-22 11:31 |
8. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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Registered: 2007-08-23 15:35 |
9. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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Registered: 2007-08-23 15:29 |
