.VAR |
(Fast) Barebones Vector-Autoregression |
ainv |
Armadillo's Inverse Functions |
apinv |
Armadillo's Inverse Functions |
as.data.frame.dfm |
Extract Factor Estimates in a Data Frame |
as.data.frame.dfm_forecast |
DFM Forecasts |
BM14_M |
Euro Area Macroeconomic Data from Banbura and Modugno 2014 |
BM14_Models |
Euro Area Macroeconomic Data from Banbura and Modugno 2014 |
BM14_Q |
Euro Area Macroeconomic Data from Banbura and Modugno 2014 |
DFM |
Estimate a Dynamic Factor Model |
em_converged |
Convergence Test for EM-Algorithm |
FIS |
(Fast) Fixed-Interval Smoother (Kalman Smoother) |
fitted.dfm |
DFM Residuals and Fitted Values |
ICr |
Information Criteria to Determine the Number of Factors (r) |
plot.dfm |
Plot DFM |
plot.dfm_forecast |
DFM Forecasts |
plot.ICr |
Information Criteria to Determine the Number of Factors (r) |
predict.dfm |
DFM Forecasts |
print.dfm |
DFM Summary Methods |
print.dfm_forecast |
DFM Forecasts |
print.dfm_summary |
DFM Summary Methods |
print.ICr |
Information Criteria to Determine the Number of Factors (r) |
resid.dfm |
DFM Residuals and Fitted Values |
residuals.dfm |
DFM Residuals and Fitted Values |
screeplot.dfm |
Plot DFM |
screeplot.ICr |
Information Criteria to Determine the Number of Factors (r) |
SKF |
(Fast) Stationary Kalman Filter |
SKFS |
(Fast) Stationary Kalman Filter and Smoother |
summary.dfm |
DFM Summary Methods |
tsnarmimp |
Remove and Impute Missing Values in a Multivariate Time Series |