Man pages for ottosven/dffm
Approximate Functional Factor Model
| dffm.3Dplot | 3D plot of Functional Time Series |
| dffm.MSEplot | Plot of the MSE of different combinations of factors and lags |
| DNS.forecast | Dynamic Nelson-Siegel Forecasting for Yield Curves |
| fda.preprocess | Natural Spline Preprocessing of Funtional Data |
| fts.criterion | Information Criteria to Estimate the Number of Factors for... |
| fts.cumAC | Cumulative Outer Product Autocovariance Eigendecomposition... |
| fts.VARforecast | Functional Time Series Forecasting using VAR Models |
| load.fed | load fed |
| load.fed23 | load fed 2023 version |
| load.JKV | load jungbacker |
| load.LW | load Liu-Wu Yield Data |
