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
bsmBasic Structural Time Series models
calendarCalendar effects
CalendarVarCalendar variables
ccf.tfmCross-correlation check
coef.tfmCoefficients of a transfer function model
coef.umCoefficients of a univariate model
diagchkDiagnostic checking
displayGraphs for ARMA models
easterEaster effect
fitEstimation of the ARIMA model
fit2autocovEstimation of a STS model by the method of moments
fit.stsmEstimation of a STS model
ideIdentification plots
interventionIntervention analysis/Outlier treatment
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
rformReduce form for STS 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)
SAnnual sum
sdummiesSeasonal dummies
seasadjSeasonal adjustment
seriesCSeries C Chemical Process Temperature Readings: Every Minute.
seriesJGas furnace data
setinputs'setinputs' adds new inputs into a transfer function model.
sformStructural form for an ARIMA model
signalSignal component of a TF model
simTime series simulation form an ARIMA or TF model
sincosTrigonometric variables
specSpectrum of an ARMA model
stdStandardize time series
stsmStructural Time Series models
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
tsvalueValue of a time series at a date
ucompUnobserved components
umUnivariate (ARIMA) model
varselVariable selection
WtelephoneWisconsin Telephone Company
tfarima documentation built on May 20, 2022, 5:06 p.m.