Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
| Version: | 2007.05-1 |
| Depends: | R (≥ 2.1.0), GPArotation (≥ 2006.9-1), setRNG (≥ 2004.4-1), tframe (≥ 2007.5-1), dse1 (≥ 2006.1-1), dse2 (≥ 2006.1-1) |
| Suggests: | CDNmoney |
| Date: | 2007-05-07 |
| Author: | Paul Gilbert and Erik Meijer |
| Maintainer: | Paul Gilbert and Erik Meijer <pgilbert at bank-banque-canada.ca> |
| License: | GPL Version 2. See the LICENSE file for details. |
| URL: | http://www.bank-banque-canada.ca/pgilbert |
| In views: | Econometrics, Multivariate |
| CRAN checks: | tsfa results |
Downloads:
| Package source: | tsfa_2007.05-1.tar.gz |
| MacOS X binary: | tsfa_2007.05-1.tgz |
| Windows binary: | tsfa_2007.05-1.zip |
| Reference manual: | tsfa.pdf |
| Vignettes: |
tsfa Guide |
| News/ChangeLog: | NEWS |
| Old sources: | tsfa archive |