MTS

swMATH15485CRANMTSMaRDI QIDQ27373

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

David Wood, Ruey S. Tsay

Last update: 11 April 2022

Copyright license: Artistic License 2.0

Software version identifier: 1.2.1

Source code repository: https://github.com/cran/MTS

Related Items (9)

Hands-on Intermediate Econometrics Using R ⋮ BayesBEKK ⋮ multDM ⋮ SLBDD ⋮ ERENA: a fast and robust Jacobian-free integration method for ordinary differential equations of chemical kinetics ⋮ An angle-based multivariate functional pseudo-depth for shape outlier detection ⋮ VARDetect ⋮ Clustering and forecasting multiple functional time series ⋮ mlmts

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