Transfer Function and ARIMA Models

as.lagpol | Lag polynomial |

as.um | Convert 'arima' into 'um'. |

autocorr | Theoretical simple/partial autocorrelations of an ARMA model |

autocov | Theoretical autocovariances of an ARMA model |

calendar | Calendar effects |

CalendarVar | Calendar variables |

ccf.tfm | Cross-correlation check |

diagchk | Diagnostic checking |

display | Graphs for ARMA models |

easter | Easter effect |

fit | Estimation of the ARIMA model |

ide | Identification plots |

InterventionVar | Intervention variables |

inv | Inverse of a lag polynomial |

lagpol | Lag polynomials |

logLik.um | Log-likelihood of an ARIMA model |

modify | Modifying a TF or an ARIMA model |

nabla | Unscramble I polynomial |

noise | Noise of a transfer function model |

outlierDates | Outlier dates |

outliers | Outliers detection at known/unknown dates |

output.tf | Output of a transfer function |

pccf | Prewhitened cross correlation function |

phi | Unscramble AR polynomial |

pi.weights | Pi weights of an AR(I)MA model |

predict.tfm | Forecasting with transfer function models |

predict.um | Forecasts from an ARIMA model |

printLagpol | Print numeric vector as a lagpol object |

printLagpolList | Print a list of lagpol objects |

psi.weights | Psi weights of an AR(I)MA model |

residuals.tfm | Residuals of a transfer function model |

residuals.um | Residuals of the ARIMA model |

roots | Roots of the lag polynomials of an ARIMA model |

roots.lagpol | Roots of a lag polynomial |

rsales | Retail Sales of Variety Stores (U.S. Bureau of the Census) |

seasadj | Seasonal adjustment |

seriesC | Series C Chemical Process Temperature Readings: Every Minute. |

seriesJ | Gas furnace data |

setinputs | 'setinputs' adds new inputs into a transfer function model. |

signal | Signal component of a TF model |

sim | Time series simulation form an ARIMA or TF model |

spec | Spectrum of an ARMA model |

std | Standardize time series |

summary.tfm | Summarizing Transfer Function models |

summary.um | Summary of um model |

sum_um | Sum of univariate (ARIMA) models |

tf | Transfer function for input |

tfarima-package | Transfer Function and ARIMA Models. |

tfest | Preestimates of a transfer function |

tfm | Transfer function models |

theta | Unscramble MA polynomial |

tsdiag.tfm | Diagnostic Plots for Time-Series Fits Description |

tsdiag.um | Diagnostic Plots for Time-Series Fits Description |

ucomp | Unobserved components |

um | Univariate (ARIMA) model |

varsel | Variable selection |

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