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Topic :: Econometrics :: Time Series Modelling [Remove This Filter]
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10 projects in result set.
0. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing. |
- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2007-08-23 15:35 |
1. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis. |
- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers (Now Filtering)
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2007-08-23 15:29 |
2. Intermediate and Long Memory Time Series - The package ILMTS includes a wide variety of time- and frequency domain estimators and tests for intermediate and long memory in time series. Special focus is given to finite size effects. Broadly used time series objects are accepted as input and output. |
- Development Status : 1 - Planning [Filter]
- Intended Audience : Developers (Now Filtering)
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : German [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Time Series [Filter]
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Registered: 2014-05-07 13:34 |
3. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models. |
- Development Status : 2 - Pre-Alpha [Filter]
- Environment : Other Environment [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Risk Management [Filter]
- Topic : Finance : Time Series [Filter]
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Registered: 2009-01-22 11:31 |
4. 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. |
- Development Status : 2 - Pre-Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Structural Change [Filter]
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Time Series [Filter]
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Registered: 2009-09-14 03:28 |
5. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices. |
- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2008-10-03 08:07 |
6. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations. |
- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : C/C\+\+ [Filter]
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Registered: 2009-09-28 11:24 |
7. 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. |
- Development Status : 6 - Mature [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2011-01-22 23:19 |
8. 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. |
- Development Status : 2 - Pre-Alpha [Filter]
- Intended Audience : Developers (Now Filtering)
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Structural Change [Filter]
- Topic : Econometrics : Time Series Modelling (Now Filtering)
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Registered: 2012-08-23 10:39 |
9. 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. |
- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers (Now Filtering)
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2009-05-27 13:22 |