MTS

swMATH15485CRANMTSMaRDI QIDQ27373FDOQ27373

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

Cited In (9)

• 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
• BayesBEKK
• multDM
• SLBDD
• Hands-on Intermediate Econometrics Using R
• mlmts

This page was built for software: MTS