Man pages for tsissm
Linear Innovations State Space Unobserved Components Model
| AIC | Akaike's An Information Criterion |
| as_flextable.summary | Transform a summary object into flextable |
| BIC | Bayesian Information Criterion |
| bread | Bread Method |
| coef | Extract Model Coefficients |
| estfun | Score Method |
| estimate | Model Estimation |
| fitted | Model Fitted Values |
| hresiduals | Multi-Step Ahead In-Sample Residuals |
| issm_modelspec | Model Specification |
| logLik | Model Log-Likelihood |
| maunaloa | Mauna Loa CO2 Daily Measurements |
| nobs | Extract the Number of Observations |
| plot | Object Plots |
| predict | Model Prediction |
| Model Estimation Summary Print method | |
| print.tsissm.diagnose | Model Diagnostics Print method |
| reexports | Objects exported from other packages |
| residuals | Model Residuals |
| sigma | The Standard Deviation of the model |
| simulate | Model Simulation |
| solver_control | ISSM solver control parameters |
| spy | SPY ETF Adjusted Close |
| summary | Model Estimation Summary |
| tsbacktest | Walk Forward Model Backtest |
| tsdecompose | Model Decomposition |
| tsdiagnose | Model Diagnostics |
| tsensemble | Ensembling of Models and Predictions |
| tsequation | Model Equation (LaTeX) |
| tsfilter | Online Model Filtering |
| tsissm-package | tsissm: Linear Innovations State Space Unobserved Components... |
| tsmetrics | Performance Metrics |
| tsmoments | Analytic Forecast Moments |
| tsprofile | Model Simulation Based Profiling |
| tsspec | Model Specification Extractor |
| us_retail_sales | Advance Retail Sales: Retail Trade (US) |
| vcov | The Covariance Matrix of the Estimated Parameters |
