| add_um | Addition or substraction of univariate (ARIMA) models |
| AIC.ssm | AIC for fitted state space models |
| AIC.tfm | AIC and BIC for Transfer Function Models |
| airline | Airline Model (SARIMA(0,1,1)x(0,1,1)s) |
| as.lagpol | Lag polynomial converter |
| as.ssm | Structural form for an ARIMA model |
| as.ucarima | Generic function for coercion to class "ucarima" |
| as.ucarima.um | Coerce a Univariate Model to UCARIMA form |
| as.um | Convert 'arima' into 'um'. |
| autocorr | Theoretical simple/partial autocorrelations of an ARMA model |
| autocov | Theoretical autocovariances of an ARMA model |
| autocov2MA | Convert autocovariances to MA parameters |
| BuildingMat | Monthly Retail Sales: Building Material and Supplies Dealers... |
| calendar | Calendar effects |
| CalendarVar | Calendar variables |
| ccf.tfm | Cross-correlation check |
| coef.tfm | Coefficients of a Transfer Function Model |
| coef.ucm | Extract coefficients from UCM objects |
| coef.um | Coefficients of a univariate model |
| cwfact | Cramer-Wold Factorization |
| decomp | Unobserved components decomposition |
| diagchk | Diagnostic checking |
| diagchk.tfm | Diagnostic Checking for Transfer Function Models |
| display | Graphs for ARMA models |
| easter | Easter effect |
| equation | Equation of ucarima model |
| factorize | Factorized form of a univariate ARIMA model |
| factors | Lag polynomial factorization |
| fit | Estimation of the ARIMA model |
| fit.tfm | Fit a Transfer Function Model |
| fit.ucarima | Estimation of UCARIMA models |
| ide | Identification plots |
| init_kf | Initialization of Kalman filter |
| intervention | Intervention analysis/Outlier treatment |
| InterventionVar | Intervention variables |
| inv | Inverse of a lag polynomial |
| irf | Impulse response function |
| kf | Kalman filter for SS models |
| ks | Kalman smoother for SS models |
| lagpol | Lag polynomials |
| lagpol0 | Create lag polynomial objects |
| logLik.ssm | Log-likelihood of a SS model |
| logLik.tfm | Log-Likelihood of Transfer Function Model |
| logLik.um | Log-likelihood of an ARIMA model |
| modify | Modifying a TF or an ARIMA model |
| nabla | Unscramble I polynomial |
| noise | Extract Noise Component from Transfer Function Model |
| outlierDates | Outlier dates |
| outliers | Outliers detection at known/unknown dates |
| output | Output of a transfer function or a transfer function model |
| pccf | Prewhitened cross correlation function |
| phi | Unscramble AR polynomial |
| pi.weights | Pi weights of an AR(I)MA model |
| polyderivEvalR | Evaluate the k-th derivative of a polynomial at point z |
| predict.ssm | Predict method for state space models |
| predict.tf | Predict transfer function |
| predict.tfm | Forecast Transfer Function Model |
| predict.um | Forecasts from an ARIMA model |
| Print method for transfer function objects | |
| print.lagpol | Print Method for Lag Polynomial Objects |
| printLagpol | Print non-normalized polynomial as a lag polynomial |
| printLagpolList | Prints a list of 'lagpol' objects. |
| print.ssm | Print method for 'ssm' objects |
| print.summary.ssm | Print summary of fitted state space model |
| print.summary.tfm | Print Summary of Transfer Function Model |
| print.summary.um | Print Summary of Univariate Model |
| print.tfm | Print Transfer Function Model |
| print.uc | Print method for unobserved components |
| psi.weights | Psi weights of an AR(I)MA model |
| residuals.ssm | Residuals of fitted state space models |
| residuals.tfm | Extract Residuals from Transfer Function Model |
| residuals.ucarima | Residuals of fitted UCARIMA models |
| residuals.um | Residuals of the ARIMA model |
| roots | Roots of lag polynomials |
| roots2lagpol | Lag polynomial from roots |
| rsales | Retail Sales of Variety Stores (U.S. Bureau of the Census) |
| S | Annual (rolling) sum |
| sdummies | Seasonal dummies |
| seasadj | Seasonal adjustment |
| seriesC | Series C Chemical Process Temperature Readings: Every Minute. |
| seriesJ | Gas furnace data |
| setinputs | Add or Replace Inputs in Models |
| signal | Signal component of a TF model |
| sim | Simulate Time Series from ARIMA or Transfer Function Models |
| sincos | Trigonometric variables |
| spec | Spectrum of an ARMA model |
| ssm | Time Invariant State Space Model |
| std | Standardize time series |
| summary.ssm | Summary of fitted state space model |
| summary.tfm | Summarize Transfer Function Model |
| summary.um | Summary of um model |
| tf | Transfer function for input |
| tfarima-package | Transfer Function and ARIMA Models |
| tfest | Helper function to create a tf object |
| tfm | Transfer Function Model Constructor |
| theta | Unscramble MA polynomial |
| tsdiag.tfm | Diagnostic Plots for Time-Series Fits Description |
| tsdiag.um | Diagnostic Plots for Time-Series Fits Description |
| tsvalue | Extract time series value by date |
| uc | Unobservable components |
| uc0 | Unobservable components (UC) for structural time series... |
| ucarima | Unobserved components ARIMA models |
| ucm | Unobserved Components Time Series Models |
| um | Univariate (ARIMA) model |
| unitcircle | Unit circle |
| varsel | Variable selection |
| wkfilter | Wiener-Kolmogorov filter |
| wold.pol | Wold polynomial |
| Wtelephone | Wisconsin Telephone Company |
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