Man pages for dfms
Dynamic Factor Models
| ainv | Armadillo's Inverse Functions |
| as.data.frame.dfm | Extract Factor Estimates in a Data Frame |
| BM14_Models | Euro Area Macroeconomic Data from Banbura and Modugno 2014 |
| DFM | Estimate a Dynamic Factor Model |
| dfms-package | Dynamic Factor Models |
| dot-VAR | (Fast) Barebones Vector-Autoregression |
| em_converged | Convergence Test for EM-Algorithm |
| FIS | (Fast) Fixed-Interval Smoother (Kalman Smoother) |
| ICr | Information Criteria to Determine the Number of Factors (r) |
| plot.dfm | Plot DFM |
| predict.dfm | DFM Forecasts |
| residuals.dfm | DFM Residuals and Fitted Values |
| SKF | (Fast) Stationary Kalman Filter |
| SKFS | (Fast) Stationary Kalman Filter and Smoother |
| summary.dfm | DFM Summary Methods |
| tsnarmimp | Remove and Impute Missing Values in a Multivariate Time... |
