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Topic > Econometrics > Time Series Modelling

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16 projects in result set.

0. 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 [Filter]
Topic : Finance : Risk Management [Filter]
Topic : Finance : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-01-22 11:31

1. 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 [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-08-23 15:35

2. GVAR - Global VAR Modeling - The aim of the GVAR package is to provide a comprehensive framework for unit root and cointegration analysis in multivariate time series data.
Development Status : 4 - Beta [Filter] Intended Audience : End Users/Desktop [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics : Time Series Modelling [Filter] Topic : Time Series [Filter]	Activity Percentile: 0.00 Registered: 2009-10-06 09:09

3. 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 [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-05-27 13:22

4. jmultiR - JMulTiR is an econometrics package designed for univariate and multivariate time series analysis. The numerical computations and graphics are done in R, the GUI is programmed in Java Swing with the jstatcom framework.

Development Status : 3 - Alpha [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Natural Language : German [Filter]
Operating System : MacOS [Filter]
Operating System : Microsoft [Filter]
Operating System : POSIX [Filter]
Programming Language : Java [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-05-19 15:43

5. Extreme Values in R (evir) - Extreme Value in R: Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : MacOS [Filter]
Operating System : Microsoft [Filter]
Operating System : POSIX : Linux [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance : Risk Management [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2011-03-21 13:20

6. 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 [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-09-14 03:28

7. 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 [Filter] Topic : Time Series [Filter]	Activity Percentile: 0.00 Registered: 2014-05-07 13:34

8. 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 [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-08-23 15:29

9. 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 [Filter]

Activity Percentile: 0.00

Registered: 2015-07-28 19:39

10. gEcon - gEcon is a framework for developing and solving large scale DSGE models. It consists of simple and intuitive model description language and an interface with a set of solvers in R. FOCs, steady state and linearisation equations are derived automatically.

Development Status : 5 - Production/Stable [Filter]
Intended Audience : End Users/Desktop [Filter]
License : Other/Proprietary License [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Social Sciences [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2013-10-06 11:13

11. 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 [Filter]
Topic : Finance [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2009-09-28 11:24

12. 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 [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2011-01-22 23:19

13. VBV - time series decomosition with VBV - This small package implements a numerically stable decomposition of a time series with VBV (Verallgemeinertes Berliner Verfahren, generalized Berlin method). At the moment it just implements the mathematics, not special time series aspects.
Development Status : 4 - Beta [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics : Time Series Modelling [Filter]	Activity Percentile: 0.00 Registered: 2013-09-13 08:47

14. 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 [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2008-10-03 08:07

15. 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 [Filter]

Activity Percentile: 0.00

Registered: 2012-08-23 10:39