Package dse provides tools for multivariate, linear, time-invariant,
time series models. It includes ARMA and state-space representations,
and methods for converting between them. It also includes simulation
methods and several estimation functions. The package has functions
for looking at model roots, stability, and forecasts at different
horizons. The ARMA model representaion is general, so that VAR, VARX,
ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
filter and smoother estimates can be obtained from the state space
model, and state-space model reduction techniques are implemented.
An introduction and User's Guide is available in a vignette.

Package dse provides tools for multivariate, linear,
time-invariant, time series models. It includes ARMA and
state-space representations, and methods for converting between
them. It also includes simulation methods and several
estimation functions. The package has functions for looking at
model roots, stability, and forecasts at different horizons.
The ARMA model representaion is general, so that VAR, VARX,
ARIMA, ARMAX, ARIMAX can all be considered to be special cases.
Kalman filter and smoother estimates can be obtained from the
state space model, and state-space model reduction techniques
are implemented.  An introduction and User's Guide is available
in a vignette.

Package dse provides tools for multivariate, linear,
time-invariant, time series models. It includes ARMA and
state-space representations, and methods for converting between
them. It also includes simulation methods and several
estimation functions. The package has functions for looking at
model roots, stability, and forecasts at different horizons.
The ARMA model representation is general, so that VAR, VARX,
ARIMA, ARMAX, ARIMAX can all be considered to be special cases.
Kalman filter and smoother estimates can be obtained from the
state space model, and state-space model reduction techniques
are implemented.  An introduction and User's Guide is available
in a vignette.