dse swMATH ID: 24866 Software Authors: Paul Gilbert Description: R package dse: Dynamic Systems Estimation (Time Series Package). Tools for multivariate, linear, time-invariant, time series models. This 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. Homepage: https://cran.r-project.org/web/packages/dse/index.html Source Code: https://github.com/cran/dse Dependencies: R Related Software: R; KFAS; dlm; forecast; FKF; Stem; sspir; CRAN; lme4; dsa; prophet; MARSS; stsm; bsts; Ecce Signum; factorstochvol; Stan; mcmcse; CppAD; TMB Cited in: 3 Publications all top 5 Cited by 7 Authors 1 Binkowski, Karol 1 Denis, Jean-Baptiste 1 He, Peilun 1 Kleiber, Christian 1 Scutari, Marco 1 Shevchenko, Pavel V. 1 Zeileis, Achim Cited in 2 Serials 1 Use R! 1 Chapman & Hall/CRC Texts in Statistical Science Series Cited in 3 Fields 3 Statistics (62-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year