API for tsissm
Linear Innovations State Space Unobserved Components Model
| Global functions | |
|---|---|
| .armaroots | Source code |
| .auto_modelspec | Source code |
| .backtest_ensemble | Source code |
| .backtest_top | Source code |
| .check_positivity | Source code |
| .distribution_abb | Source code |
| .distribution_name | Source code |
| .ensemble_decompose | Source code |
| .ensemble_estimated_states | Source code |
| .ensemble_predicted_states | Source code |
| .ensemble_simulated_states | Source code |
| .equation_garch | Source code |
| .equation_issm | Source code |
| .equation_regressors | Source code |
| .estimate_ad_constant | Source code |
| .estimate_ad_dynamic | Source code |
| .filter_constant | Source code |
| .filter_dynamic | Source code |
| .forecast_garch_sigma | Source code |
| .initialize_states | Source code |
| .initialize_states_cpp | Source code |
| .is_pd | Source code |
| .issfilter_constant | Source code |
| .issfilter_dynamic | Source code |
| .isspredict_constant | Source code |
| .isspredict_dynamic | Source code |
| .make_model_description | Source code |
| .make_pd | Source code |
| .make_standard_errors | Source code |
| .plotarmaroots | Source code |
| .pointsarmaroots | Source code |
| .predict_constant | Source code |
| .predict_dynamic | Source code |
| .print_flextable | Source code |
| .print_screen | Source code |
| .resid.variance | Source code |
| .retain_dimensions_array | Source code |
| .rosner_lambda | Source code |
| .rosner_test | Source code |
| .simulate_constant | Source code |
| .simulate_dynamic | Source code |
| .single_modelspec | Source code |
| .tsmoments_constant | Source code |
| .tsmoments_dynamic | Source code |
| .viridis_fun | Source code |
| AIC | Man page |
| AIC.tsissm.estimate | Man page Source code |
| AIC.tsissm.selection | Man page Source code |
| BIC | Man page |
| BIC.tsissm.estimate | Man page Source code |
| BIC.tsissm.selection | Man page Source code |
| accuracy | Source code |
| aic_weighting | Source code |
| ar_jconstraint | Source code |
| as_flextable | Man page |
| as_flextable.summary.tsissm.estimate | Man page Source code |
| bdiag | Source code |
| bic_weighting | Source code |
| box_cox_bc | Source code |
| box_cox_garch_bc | Source code |
| bread | Man page |
| bread.tsissm.estimate | Man page Source code |
| check_variance | Source code |
| check_weights | Source code |
| coef | Man page |
| coef.tsissm.estimate | Man page Source code |
| companion_matrix | Source code |
| distribution_init_pars | Source code |
| estfun | Man page |
| estfun.tsissm.estimate | Man page Source code |
| estimate | Man page |
| estimate.tsissm.autospec | Man page Source code |
| estimate.tsissm.spec | Man page Source code |
| fitted | Man page |
| fitted.tsissm.estimate | Man page Source code |
| fixed_weights | Source code |
| garch_constraint | Source code |
| garch_init_pars | Source code |
| garch_jacobian | Source code |
| get_pars.tsissm.spec | Source code |
| hresiduals | Man page Source code |
| hresiduals.tsissm.estimate | Man page Source code |
| hresiduals_issm | Source code |
| init_res | Source code |
| iss_filter_constant | Source code |
| iss_filter_dynamic | Source code |
| issm_constraint | Source code |
| issm_control | Man page Source code |
| issm_init_pars | Source code |
| issm_modelspec | Man page Source code |
| lambda_init | Source code |
| logLik | Man page |
| logLik.tsissm.estimate | Man page Source code |
| logLik.tsissm.selection | Man page Source code |
| ma_jconstraint | Source code |
| make_constraint | Source code |
| make_constraint_solnp | Source code |
| matpower | Source code |
| maunaloa | Man page |
| meatHAC_tsissm | Source code |
| meat_tsissm | Source code |
| model_case | Source code |
| nobs | Man page |
| nobs.tsissm.estimate | Man page Source code |
| plot | Man page |
| plot.tsissm.estimate | Man page Source code |
| plot.tsissm.profile | Man page Source code |
| plot.tsissm.simulate | Man page Source code |
| predict | Man page |
| predict.tsissm.estimate | Man page Source code |
| predict.tsissm.selection | Man page Source code |
| print.summary.tsissm.estimate | Man page Source code |
| print.tsissm.diagnose | Man page Source code |
| profile_fun | Source code |
| pvalue_format | Source code |
| reexports | Man page |
| residuals | Man page |
| residuals.tsissm.estimate | Man page Source code |
| score_function | Source code |
| seasonal_symbol_maker | Source code |
| seed_inverse | Source code |
| seed_transform | Source code |
| sigma | Man page |
| sigma.tsissm.estimate | Man page Source code |
| simulate | Man page |
| simulate.tsissm.estimate | Man page Source code |
| simulate.tsissm.selection | Man page Source code |
| slope_constraint | Source code |
| slope_jacobian | Source code |
| spy | Man page |
| ss_ar | Source code |
| ss_level | Source code |
| ss_ma | Source code |
| ss_matrices | Source code |
| ss_matrix_A | Source code |
| ss_matrix_x | Source code |
| ss_seasonal | Source code |
| ss_seasonal_dimensions | Source code |
| ss_slope | Source code |
| ss_state_names | Source code |
| ss_vector_a | Source code |
| ss_vector_gamma | Source code |
| summary | Man page |
| summary.tsissm.estimate | Man page Source code |
| tmb_inputs_issm_constant | Source code |
| tmb_inputs_issm_dynamic | Source code |
| tsbacktest | Man page |
| tsbacktest.tsissm.autospec | Man page Source code |
| tsbacktest.tsissm.spec | Man page Source code |
| tsdecompose | Man page |
| tsdecompose.tsissm.estimate | Man page Source code |
| tsdecompose.tsissm.predict | Man page Source code |
| tsdecompose.tsissm.simulate | Man page Source code |
| tsdiagnose | Man page |
| tsdiagnose.tsissm.estimate | Man page Source code |
| tsensemble | Man page |
| tsensemble.tsissm.selection | Man page Source code |
| tsensemble.tsissm.selection_predict | Man page Source code |
| tsensemble.tsissm.selection_simulate | Man page Source code |
| tsequation | Man page |
| tsequation.tsissm.estimate | Man page Source code |
| tsfilter | Man page |
| tsfilter.tsissm.estimate | Man page Source code |
| tsfilter.tsissm.selection | Man page Source code |
| tsissm | Man page |
| tsissm-package | Man page |
| tsmetrics | Man page |
| tsmetrics.tsissm.estimate | Man page Source code |
| tsmetrics.tsissm.predict | Man page Source code |
| tsmoments | Man page |
| tsmoments.tsissm.estimate | Man page Source code |
| tsprofile | Man page |
| tsprofile.tsissm.estimate | Man page Source code |
| tsspec | Man page |
| tsspec.tsissm.estimate | Man page Source code |
| us_retail_sales | Man page |
| valid_data | Source code |
| vcov | Man page |
| vcov.tsissm.estimate | Man page Source code |
| weighted_box_test | Source code |
