Multivariate Time Series Library
For each package there is a section of the Users' Guide
is available in doc/*.pdf and these are combined in
dse1/doc/dse-guide.pdf.
The package dse1 is the base system, including multivariate
ARMA and State Space models.
Package dse2 has extensions for evaluating estimation
techniques, forecasting, and for evaluating forecasting models.
Package tframe is a kernel of methods for programming with time series.
These packages require the package setRNG.
See also the related bundle dseplus (in the devel are of CRAN).

Multivariate Time Series Library
For each package there is a section of the Users' Guide
available in doc/*.pdf and these are combined in
dse1/doc/dse-guide.pdf.
The package dse1 is the base system, including multivariate
ARMA and State Space models.
Package dse2 has extensions for evaluating estimation
techniques, forecasting, and for evaluating forecasting models.
These packages require the packages setRNG and tframe.

Dynamic Systems Estimation (time series package)
Multivariate Time Series - ARMA and State Space models.
See ?dse.Intro for more details.

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.

Multivariate Time Series Library For each package
there is a section of the Users' Guide available in doc/*.pdf
and these are combined in dse1/doc/dse-guide.pdf. The package
dse1 is the base system, including multivariate ARMA and State
Space models. Package dse2 has extensions for evaluating
estimation techniques, forecasting, and for evaluating
forecasting models. These packages require the packages setRNG
and tframe.