Man pages for tfarima
Transfer Function and ARIMA Models

as.lagpolLag polynomial
as.umConvert 'arima' into 'um'.
autocorrTheoretical simple/partial autocorrelations of an ARMA model
autocovTheoretical autocovariances of an ARMA model
calendarCalendar effects
CalendarVarCalendar variables
ccf.tfmCross-correlation check
diagchkDiagnostic checking
displayGraphs for ARMA models
easterEaster effect
fitEstimation of the ARIMA model
ideIdentification plots
InterventionVarIntervention variables
invInverse of a lag polynomial
lagpolLag polynomials
logLik.umLog-likelihood of an ARIMA model
modifyModifying a TF or an ARIMA model
nablaUnscramble I polynomial
noiseNoise of a transfer function model
outlierDatesOutlier dates
outliersOutliers detection at known/unknown dates
output.tfOutput of a transfer function
pccfPrewhitened cross correlation function
phiUnscramble AR polynomial
pi.weightsPi weights of an AR(I)MA model
predict.tfmForecasting with transfer function models
predict.umForecasts from an ARIMA model
printLagpolPrint numeric vector as a lagpol object
printLagpolListPrint a list of lagpol objects
psi.weightsPsi weights of an AR(I)MA model
residuals.tfmResiduals of a transfer function model
residuals.umResiduals of the ARIMA model
rootsRoots of the lag polynomials of an ARIMA model
roots.lagpolRoots of a lag polynomial
rsalesRetail Sales of Variety Stores (U.S. Bureau of the Census)
seasadjSeasonal adjustment
seriesCSeries C Chemical Process Temperature Readings: Every Minute.
seriesJGas furnace data
setinputs'setinputs' adds new inputs into a transfer function model.
signalSignal component of a TF model
simTime series simulation form an ARIMA or TF model
specSpectrum of an ARMA model
stdStandardize time series
summary.tfmSummarizing Transfer Function models
summary.umSummary of um model
sum_umSum of univariate (ARIMA) models
tfTransfer function for input
tfarima-packageTransfer Function and ARIMA Models.
tfestPreestimates of a transfer function
tfmTransfer function models
thetaUnscramble MA polynomial
tsdiag.tfmDiagnostic Plots for Time-Series Fits Description
tsdiag.umDiagnostic Plots for Time-Series Fits Description
ucompUnobserved components
umUnivariate (ARIMA) model
varselVariable selection
tfarima documentation built on May 30, 2021, 1:06 a.m.