| ar_adjoint | ar_adjoint - Documentation update needed |
| ARMAauto | compute the autocovariance function of an ARMA process |
| auto_VARMA | computes autocovariances of SVARMA usng frequency domain |
| bfs | Business Formation Statistics Weekly Data |
| complexExp | complexExp - Documentation update needed |
| daily2monthly | Converts a daily time series to a monthly time series |
| date2day | Converts month-day-year date, and returns day index |
| datefinder | converts a date in month-day-year format and finds the day of... |
| day2date | converts a day index to a date in month-day-year format |
| day2week | converts a date in month-day-year format and finds the day of... |
| getEigenValues | Eigenvalue decompostion |
| getGCD | computes the generalized Cholesky decomposition |
| gethol | Generates holiday regressors from holiday dates |
| mvar.forecast | Compute multi-step forecasts and predictors of a multivariate... |
| mvar.midcast | Compute multi-step imputations and predictors of a... |
| polymul_mat | polumul_mat - Documentation update needed |
| polymulMat | compute the product of two matrix polynomials |
| polymult | polymult - Documentation update needed |
| polysum | compute the sum of two polynomials, |
| sigex.acf | Compute the autocovariance function of a differenced latent... |
| sigex.add | Build the model by adding on another latent component |
| sigex.adhocextract | Computes signal extractions and MSE from an ad hoc filter |
| sigex.blocktoep | Generates lower triangular array for block Toeplitz matrix |
| sigex.bundle | Bundles into a list object several features |
| sigex.canonize | Compute canonization of a given ARMA process |
| sigex.cast | Computes forecasts and aftcasts, without uncertainty; a... |
| sigex.castextract | Formats cast estimates with two standard errors |
| sigex.conditions | Computes condition number for a covariance matrix |
| sigex.constrainreg | Determines constraint matrix for regressors |
| sigex.daily2weekly | Embeds a daily time series as a weekly time series |
| sigex.default | Initializes param with zeroes according to the constraints |
| sigex.delta | Compute differencing polynomial with factors omitted |
| sigex.eta2psi | Transform eta to psi |
| sigex.extract | Computes signal extraction estimates with two standard errors |
| sigex.fixed | Computes all nontrend fixed regression effects |
| sigex.frf | Computes signal extraction filter frequency response function |
| sigex.gausscheck | Wrapper for Shapiro-Wilks test of normality |
| sigex.getcycle | Compute AR and MA polynomials for Butterworth and Balanced... |
| sigex.getfrf | Computes frequency response function for desired signal and... |
| sigex.glr | Computes the difference of -2*log(Gaussian likelihood) for... |
| sigex.graph | Adds signal extraction estimates, with shaded bands, to an... |
| sigex.hi2low | Embeds a given high frequency filter as a low frequency... |
| sigex.i2rag | Reads in a multivariate time series and generates a list of... |
| sigex.lik | Computes -2*log(Gaussian likelihood) of model |
| sigex.load | Load data into a time series object |
| sigex.lpfiltering | Compute signal extraction estimates with uncertainty for... |
| sigex.lpmse | Computes signal extraction mse arising from LP filtering of... |
| sigex.lpwk | Computes signal extraction filter coefficients for trend and... |
| sigex.meaninit | Adds trend regressors to an existing model |
| sigex.midcast | Computes predictors for variables at various indices |
| sigex.mlefit | Fit model to the data using ML estimation |
| sigex.momfit | Computes initial parameter estimates by method of moments |
| sigex.mvar2uvar | Transform multivariate parameters to implied univariate form |
| sigex.par2psi | Transform param to psi |
| sigex.par2zeta | Transform param to zeta |
| sigex.param2gcd | Utility that takes a real vector and inserts as entries of a... |
| sigex.portmanteau | Computes the portmanteau statistic for residuals |
| sigex.precision | Compares signal extraction MSE arising from multivariate fit... |
| sigex.prep | Applies some preliminary transformations to the data |
| sigex.psi2eta | Transform psi to eta |
| sigex.psi2par | Transform psi to param |
| sigex.rag2i | Read multivariate time series and insert 1i for indicated... |
| sigex.reduce | Determine a reduced rank model from a given fitted model |
| sigex.reg | Adds regressors to an existing model |
| sigex.renderpd | Modifies a covariance matrix so that it is pd |
| sigex.resid | Computes residuals from Gaussian likelihood of model |
| sigex.signal | Computes signal extraction matrix and error covariance matrix |
| sigex.signalcheck | Computes model-based signal extraction diagnostics |
| sigex.sim | Simulate a stochastic process |
| sigex.specar | Plot AR spectrum of input time series |
| sigex.spectra | Computes scalar part of spectrum of a differenced latent... |
| sigex.transform | Applies aggregation, followed by transformations to the data |
| sigex.tstats | Computes t statistics for parameter estimates |
| sigex.weekly2daily | De-embeds a weekly time series as a daily time series |
| sigex.whichtrend | Determines which component (index) corresponds to trend |
| sigex.whittle | Computes Whittle likelihood of model |
| sigex.wk | Computes signal extraction filter coefficients and MSE |
| sigex.wkextract | Computes signal extractions and MSE via WK method |
| sigex.wkmse | Signal extraction error spectrum from bi-infinite sample |
| sigex.zeta2par | Transform zeta to param |
| sigex.zetalen | Computes the length of zeta |
| specFact | Compute the spectral factorization of a given p.d. sequence |
| specFactmvar | Compute the spectral factorization of a given multivariate... |
| ubgenerator | Compute the product of unit root differencing operators. |
| var2.par2pre | Generates a stable dimension N VAR(p) process |
| var2.pre2par | Generates a stable dimension N VAR(p) process |
| VARMAauto | Computes autocovariances of VARMA |
| VARMA_auto | computes autocovariances of VARMA |
| var.par2pre | generates a stable dimension N VAR(p) process |
| var.pre2par | generates a stable dimension N VAR(p) process |
| weekly2date | obtain start and end dates for a weekly time series |
| x11filters | Generates x11 trend, seasonal, and seasonal adjustment... |
