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TSSS  

Time Series Analysis with State Space Model
View on CRAN: Click here


Download and install TSSS package within the R console
Install from CRAN:
install.packages("TSSS")

Install from Github:
library("remotes")
install_github("cran/TSSS")

Install by package version:
library("remotes")
install_version("TSSS", "1.3.4-5")



Attach the package and use:
library("TSSS")
Maintained by
Masami Saga
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-04-15
Latest Update: 2023-09-29
Description:
Functions for statistical analysis, modeling and simulation of time series with state space model, based on the methodology in Kitagawa (2020, ISBN: 978-0-367-18733-0).
How to cite:
Masami Saga (2019). TSSS: Time Series Analysis with State Space Model. R package version 1.3.4-5, https://cran.r-project.org/web/packages/TSSS. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:27), 1.2.3 (2019-04-15 10:22), 1.2.4 (2019-04-22 13:40), 1.3.1 (2021-01-07 04:10), 1.3.4-2 (2023-04-16 09:40), 1.3.4-4 (2023-07-05 12:33), 1.3.4-5 (2023-09-29 06:10), 1.3.4 (2023-03-24 11:00)
Other packages that cited TSSS R package
View TSSS citation profile
Other R packages that TSSS depends, imports, suggests or enhances
Complete documentation for TSSS
Functions, R codes and Examples using the TSSS R package
Some associated functions: BLSALLFOOD . HAKUSAN . Haibara . MYE1F . NLmodel . Nikkei225 . PfilterSample . Rainfall . Sunspot . TSSS-package . Temperature . WHARD . arfit . armachar . armafit . armafit2 . boxcox . crscor . fftper . klinfo . lsar . lsar_chgpt . lsqr . marfit . marlsq . marspc . ngsim . ngsmth . pdfunc . period . pfilter . pfilterNL . plot.boxcox . plot.lsqr . plot.ngsmth . plot.polreg . plot.season . plot.simulate . plot.smooth . plot.spg . plot.trend . plot.tvspc . polreg . season . simssm . trend . tsmooth . tvar . tvspc . tvvar . unicor . 
Some associated R codes: arfit.R . armachar.R . armafit.R . boxcox.R . crscor.R . klinfo.R . lsar.R . lsqr.R . marfit.R . marspc.R . ngsmth.R . pdfunc.R . period.R . pfilter.R . polreg.R . season.R . simulate.R . trend.R . tsmooth.R . tvvar.R . unicor.R .  Full TSSS package functions and examples
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