exports |
UK Trade in Goods (Exports) Dataset |
fillNA |
Interpolation of missing data |
fitted.sparseDFM |
sparseDFM Residuals and Fitted Values |
inflation |
UK Inflation Dataset |
kalmanMultivariate |
Classic Multivariate KFS Equations |
kalmanUnivariate |
Univariate filtering (sequential processing) for fast KFS |
logspace |
logspace |
missing_data_plot |
Plot the missing data in a data matrix/frame |
plot.sparseDFM |
sparseDFM Plot Outputs |
predict.sparseDFM |
Forecasting factor estimates and data series. |
print.sparseDFM |
sparseDFM Summary Outputs |
print.sparseDFM_forecast |
Forecasting factor estimates and data series. |
raggedEdge |
Generate a ragged edge structure for a data matrix |
resid.sparseDFM |
sparseDFM Residuals and Fitted Values |
residuals.sparseDFM |
sparseDFM Residuals and Fitted Values |
sparseDFM |
Estimate a Sparse Dynamic Factor Model |
summary.sparseDFM |
sparseDFM Summary Outputs |
transformData |
Transform data to make it stationary |
tuneFactors |
Tune for the number of factors to use |