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Topic :: Econometrics :: Time Series Modelling [Remove This Filter]
11 projects in result set.
0. 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 [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
- Programming Language : R [Filter]
- 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 |
1. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models. |
- Development Status : 2 - Pre-Alpha [Filter]
- Environment : Other Environment [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |
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 [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : German [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling (Now Filtering)
- Topic : Time Series [Filter]
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Registered: 2014-05-07 13:34 |
3. Panel Cointegration Tests - Computation of panel cointegration test statistics. Reported are the empirical and the standardized values (as suggested in Pedroni, 1999). |
- Development Status : 4 - Beta [Filter]
- Environment : Other Environment [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : Microsoft : Windows [Filter]
- Operating System : POSIX [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling (Now Filtering)
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Registered: 2015-07-28 19:39 |
4. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations. |
- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- 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 |
5. 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]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |
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. |
- Development Status : 6 - Mature [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |
7. 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 [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Structural Change [Filter]
- Topic : Econometrics : Time Series Modelling (Now Filtering)
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Registered: 2012-08-23 10:39 |
8. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices. |
- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |
9. 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]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- Intended Audience : Other Audience [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |
10. 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 [Filter]
- Intended Audience : End Users/Desktop [Filter]
- Intended Audience : Other Audience [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- 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 |