Transfer Function and ARIMA Models

Documentation for package ‘tfarima’ version 0.3.2

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Transfer Function and ARIMA Models.

-- A --

as.lagpol	Lag polynomial
as.um	Convert 'arima' into 'um'.
autocorr	Theoretical simple/partial autocorrelations of an ARMA model
autocorr.um	Theoretical simple/partial autocorrelations of an ARMA model
autocov	Theoretical autocovariances of an ARMA model
autocov.stsm	Theoretical autocovariances of an ARMA model
autocov.um	Theoretical autocovariances of an ARMA model

-- B --

bsm	Basic Structural Time Series models

-- C --

calendar	Calendar effects
calendar.tfm	Calendar effects
calendar.um	Calendar effects
CalendarVar	Calendar variables
ccf.tfm	Cross-correlation check
coef.tfm	Coefficients of a transfer function model
coef.um	Coefficients of a univariate model

-- D --

-- E --

easter	Easter effect
easter.um	Easter effect

-- F --

fit	Estimation of the ARIMA model
fit.stsm	Estimation of a STS model
fit.tfm	Estimation of the ARIMA model
fit.um	Estimation of the ARIMA model
fit2autocov	Estimation of a STS model by the method of moments
fit2autocov.stsm	Estimation of a STS model by the method of moments

-- I --

ide	Identification plots
intervention	Intervention analysis/Outlier treatment
intervention.tfm	Intervention analysis/Outlier treatment
intervention.um	Intervention analysis/Outlier treatment
InterventionVar	Intervention variables
inv	Inverse of a lag polynomial
inv.lagpol	Inverse of a lag polynomial

-- L --

lagpol	Lag polynomials
logLik.um	Log-likelihood of an ARIMA model

-- M --

modify	Modifying a TF or an ARIMA model
modify.tfm	Modifying a TF or an ARIMA model
modify.um	Modifying a TF or an ARIMA model

-- N --

nabla	Unscramble I polynomial
nabla.um	Unscramble I polynomial
noise	Noise of a transfer function model
noise.tfm	Noise of a transfer function model

-- O --

outlierDates	Outlier dates
outliers	Outliers detection at known/unknown dates
outliers.tfm	Outliers detection at known/unknown dates
outliers.um	Outliers detection at known/unknown dates
output.tf	Output of a transfer function

-- P --

pccf	Prewhitened cross correlation function
phi	Unscramble AR polynomial
phi.um	Unscramble AR polynomial
pi.weights	Pi weights of an AR(I)MA model
pi.weights.um	Pi weights of an AR(I)MA model
predict.tfm	Forecasting with transfer function models
predict.um	Forecasts from an ARIMA model
printLagpol	Print numeric vector as a lagpol object
printLagpolList	Print a list of lagpol objects
psi.weights	Psi weights of an AR(I)MA model
psi.weights.um	Psi weights of an AR(I)MA model

-- R --

residuals.tfm	Residuals of a transfer function model
residuals.um	Residuals of the ARIMA model
rform	Reduce form for STS model
rform.stsm	Reduce form for STS model
roots	Roots of the lag polynomials of an ARIMA model
roots.default	Roots of a lag polynomial
roots.lagpol	Roots of a lag polynomial
roots.um	Roots of the lag polynomials of an ARIMA model
rsales	Retail Sales of Variety Stores (U.S. Bureau of the Census)

-- S --

S	Annual sum
sdummies	Seasonal dummies
seasadj	Seasonal adjustment
seasadj.um	Seasonal adjustment
seriesC	Series C Chemical Process Temperature Readings: Every Minute.
seriesJ	Gas furnace data
setinputs	'setinputs' adds new inputs into a transfer function model.
setinputs.tfm	'setinputs' adds new inputs into a transfer function model.
setinputs.um	'setinputs' adds new inputs into a transfer function model.
sform	Structural form for an ARIMA model
sform.um	Structural form for an ARIMA model
signal	Signal component of a TF model
signal.tfm	Signal component of a TF model
sim	Time series simulation form an ARIMA or TF model
sim.tfm	Time series simulation form an ARIMA or TF model
sim.um	Time series simulation form an ARIMA or TF model
sincos	Trigonometric variables
spec	Spectrum of an ARMA model
spec.um	Spectrum of an ARMA model
std	Standardize time series
stsm	Structural Time Series models
summary.tfm	Summarizing Transfer Function models
summary.um	Summary of um model
sum_um	Sum of univariate (ARIMA) models

-- T --

tf	Transfer function for input
tfarima	Transfer Function and ARIMA Models.
tfest	Preestimates of a transfer function
tfm	Transfer function models
theta	Unscramble MA polynomial
theta.um	Unscramble MA polynomial
tsdiag.tfm	Diagnostic Plots for Time-Series Fits Description
tsdiag.um	Diagnostic Plots for Time-Series Fits Description
tsvalue	Value of a time series at a date

-- U --

-- V --

varsel	Variable selection
varsel.tfm	Variable selection

-- W --

Wisconsin Telephone Company