| add.um | Addition or substraction of univariate (ARIMA) models |
| altform | Alternative form for STS model |
| 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 |
| autocov2MA | MA process compatible with a vector of autocovariances |
| bsm | Basic Structural Time Series models |
| calendar | Calendar effects |
| CalendarVar | Calendar variables |
| ccf.tfm | Cross-correlation check |
| coef.tfm | Coefficients of a transfer function model |
| coef.um | Coefficients of a univariate model |
| diagchk | Diagnostic checking |
| display | Graphs for ARMA models |
| easter | Easter effect |
| equation | Equation of a univariate ARIMA model |
| factors | Lag polynomial factorization |
| fit | Estimation of the ARIMA model |
| fit.stsm | Estimation of a STS model |
| ide | Identification plots |
| ikf | Initialization Kalman filter |
| init | Initial conditions for Kalman filter |
| intervention | Intervention analysis/Outlier treatment |
| InterventionVar | Intervention variables |
| inv | Inverse of a lag polynomial |
| kf | Kalman filter for STS models |
| ks | Kalman smoother for STS models |
| lagpol | Lag polynomials |
| logLik.stsm | Log-likelihood of an STS model |
| logLik.um | Log-likelihood of an ARIMA model |
| modify | Modifying a TF or an ARIMA model |
| msx | Minimum signal extraction |
| nabla | Unscramble I polynomial |
| nabla.stsm | Non stationary AR polynomial of the reduced form |
| 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 |
| print | Print univariate models |
| 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 |
| restr.lagpol | Restricted lag polynomials |
| rform | Reduce form for STS model |
| roots | Roots of the lag polynomials of an ARIMA model |
| roots2lagpol | Lag polynomial from roots |
| roots.lagpol | Roots of a lag polynomial |
| rsales | Retail Sales of Variety Stores (U.S. Bureau of the Census) |
| S | Annual sum |
| sdummies | Seasonal dummies |
| 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. |
| sform | Structural form for an ARIMA model |
| signal | Signal component of a TF model |
| sim | Time series simulation form an ARIMA or TF model |
| sincos | Trigonometric variables |
| spec | Spectrum of an ARMA model |
| std | Standardize time series |
| stsm | Structural time series models |
| summary.tfm | Summarizing Transfer Function models |
| summary.um | Summary of um model |
| 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 |
| tsvalue | Value of a time series at a date |
| ucomp | Unobserved components |
| um | Univariate (ARIMA) model |
| unitcircle | Unit circle |
| varsel | Variable selection |
| wkfilter | Wiener-Kolmogorov filter |
| wold.pol | Wold polynomial |
| Wtelephone | Wisconsin Telephone Company |
