Time Series Analysis with State Space Model

Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (1993, ISBN: 4-00-007703-1 and 2005, ISBN: 4-00-005455-4).


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Reference manual

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install.packages("TSSS")

1.2.4 by Masami Saga, 6 months ago


Browse source code at https://github.com/cran/TSSS


Authors: The Institute of Statistical Mathematics , based on the program by Genshiro Kitagawa


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics

Depends on datasets, stats

Suggests utils


See at CRAN