Extraction of Factors from Multivariate Time Series. See
?00tsfa-Intro for more details.
| Version: |
2012.4-1 |
| Depends: |
R (≥ 2.1.0), GPArotation (≥ 2006.9-1), setRNG (≥ 2004.4-1), tframe (≥ 2011.3-1), tfplot, dse (≥ 2006.1-1), EvalEst (≥
2006.1-1) |
| Suggests: |
CDNmoney, MASS |
| Published: |
2012-05-02 |
| Author: |
Paul Gilbert and Erik Meijer |
| Maintainer: |
Paul Gilbert and Erik Meijer <pgilbert.ttv9z at ncf.ca> |
| License: |
GPL-2 |
| Copyright: |
2004-2011 Bank of Canada and Erik Meijer. 2012 Paul Gilbert
and Erik Meijer |
| URL: |
http://tsanalysis.r-forge.r-project.org/ |
| NeedsCompilation: |
no |
| Citation: |
tsfa citation info |
| In views: |
Econometrics, Finance, Multivariate, TimeSeries |
| CRAN checks: |
tsfa results |