MTS

MaRDI QIDQ27373swMATHCRANFDO

Authors Ruey S. Tsay, David Wood

Last update 11 April 2022

Copyright license Artistic License 2.0

Software version identifier 1.2.1

Official website https://cran.r-project.org/web/packages/MTS/index.html

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

Cited in

(33)

• multDM
• SLBDD
• prodest
• tframePlus
• TSFEL
• bvartools
• BVAR
• An angle-based multivariate functional pseudo-depth for shape outlier detection
• vars
• Clustering and forecasting multiple functional time series
• ProDenICA
• tsDyn
• AS 311
• GAS
• CHEMEQ2
• ERENA
• gogarch
• ggfortify
• pVAR
• pcdpca
• rmgarch
• dCovTS
• BigVAR
• PCA4TS
• freqdom
• Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software
• Algorithm 878
• ICtest
• VARDetect
• mgarchBEKK
• BEKKs
• ERENA: a fast and robust Jacobian-free integration method for ordinary differential equations of chemical kinetics
• BayesBEKK

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