Transfer Function and ARIMA Models
Addition or substraction of univariate (ARIMA) models
AIC for fitted state space models
AIC and BIC for Transfer Function Models
Airline Model (SARIMA(0,1,1)x(0,1,1)s)
Lag polynomial converter
Structural form for an ARIMA model
Generic function for coercion to class "ucarima"
Coerce a Univariate Model to UCARIMA form
Convert arima into um.
Theoretical simple/partial autocorrelations of an ARMA model
Theoretical autocovariances of an ARMA model
Convert autocovariances to MA parameters
Calendar effects
Calendar variables
Cross-correlation check
Coefficients of a Transfer Function Model
Extract coefficients from UCM objects
Coefficients of a univariate model
Cramer-Wold Factorization
Unobserved components decomposition
Diagnostic checking
Diagnostic Checking for Transfer Function Models
Graphs for ARMA models
Easter effect
Equation of ucarima model
Factorized form of a univariate ARIMA model
Lag polynomial factorization
Estimation of the ARIMA model
Fit a Transfer Function Model
Estimation of UCARIMA models
Identification plots
Initialization of Kalman filter
Intervention analysis/Outlier treatment
Intervention variables
Inverse of a lag polynomial
Impulse response function
Kalman filter for SS models
Kalman smoother for SS models
Lag polynomials
Create lag polynomial objects
Log-likelihood of a SS model
Log-Likelihood of Transfer Function Model
Log-likelihood of an ARIMA model
Modifying a TF or an ARIMA model
Unscramble I polynomial
Extract Noise Component from Transfer Function Model
Outlier dates
Outliers detection at known/unknown dates
Output of a transfer function or a transfer function model
Prewhitened cross correlation function
Unscramble AR polynomial
Pi weights of an AR(I)MA model
Evaluate the k-th derivative of a polynomial at point z
Predict method for state space models
Predict transfer function
Forecast Transfer Function Model
Forecasts from an ARIMA model
Print Method for Lag Polynomial Objects
Print method for transfer function objects
Print method for ssm objects
Print summary of fitted state space model
Print Summary of Transfer Function Model
Print Summary of Univariate Model
Print Transfer Function Model
Print method for unobserved components
Print non-normalized polynomial as a lag polynomial
Prints a list of lagpol objects.
Psi weights of an AR(I)MA model
Residuals of fitted state space models
Extract Residuals from Transfer Function Model
Residuals of fitted UCARIMA models
Residuals of the ARIMA model
Roots of lag polynomials
Lag polynomial from roots
Annual (rolling) sum
Seasonal dummies
Seasonal adjustment
Add or Replace Inputs in Models
Signal component of a TF model
Simulate Time Series from ARIMA or Transfer Function Models
Trigonometric variables
Spectrum of an ARMA model
Time Invariant State Space Model
Standardize time series
Summary of fitted state space model
Summarize Transfer Function Model
Summary of um model
Transfer function for input
Transfer Function and ARIMA Models
Helper function to create a tf object
Transfer Function Model Constructor
Unscramble MA polynomial
Diagnostic Plots for Time-Series Fits Description
Diagnostic Plots for Time-Series Fits Description
Extract time series value by date
Unobservable components
Unobservable components (UC) for structural time series models
Unobserved components ARIMA models
Unobserved Components Time Series Models
Univariate (ARIMA) model
Unit circle
Variable selection
Wiener-Kolmogorov filter
Wold polynomial
Build customized transfer function and ARIMA models with multiple operators and parameter restrictions. Provides tools for model identification, estimation using exact or conditional maximum likelihood, diagnostic checking, automatic outlier detection, calendar effects, forecasting, and seasonal adjustment. The new version also supports unobserved component ARIMA model specification and estimation for structural time series analysis.