tfarima0.3.2 package

Unobserved components

Univariate (ARIMA) model

Variable selection

Lag polynomial

Convert arima into um.

Theoretical simple/partial autocorrelations of an ARMA model

Theoretical autocovariances of an ARMA model

Basic Structural Time Series models

Calendar effects

Calendar variables

Cross-correlation check

Coefficients of a transfer function model

Coefficients of a univariate model

Diagnostic checking

Graphs for ARMA models

Easter effect

Estimation of the ARIMA model

Estimation of a STS model

Estimation of a STS model by the method of moments

Identification plots

Intervention analysis/Outlier treatment

Intervention variables

Inverse of a lag polynomial

Lag polynomials

Log-likelihood of an ARIMA model

Modifying a TF or an ARIMA model

Unscramble I polynomial

Noise of a transfer function model

Outlier dates

Outliers detection at known/unknown dates

Output of a transfer function

Prewhitened cross correlation function

Unscramble AR polynomial

Pi weights of an AR(I)MA model

Forecasting with transfer function models

Forecasts from an ARIMA model

Print numeric vector as a lagpol object

Print a list of lagpol objects

Psi weights of an AR(I)MA model

Residuals of a transfer function model

Residuals of the ARIMA model

Reduce form for STS model

Roots of a lag polynomial

Roots of the lag polynomials of an ARIMA model

Annual sum

Seasonal dummies

Seasonal adjustment

setinputs adds new inputs into a transfer function model.

Structural form for an ARIMA model

Signal component of a TF model

Time series simulation form an ARIMA or TF model

Trigonometric variables

Spectrum of an ARMA model

Standardize time series

Structural Time Series models

Sum of univariate (ARIMA) models

Summarizing Transfer Function models

Summary of um model

Transfer function for input

Transfer Function and ARIMA Models.

Preestimates of a transfer function

Transfer function models

Unscramble MA polynomial

Diagnostic Plots for Time-Series Fits Description

Diagnostic Plots for Time-Series Fits Description

Value of a time series at a date