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tfarima

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Install

install.packages('tfarima')

Monthly Downloads

230

Version

0.3.2

License

GPL-2

Issues

1

Pull Requests

0

Stars

2

Forks

0

Maintainer

Jose L. Gallego

Last Published

May 20th, 2022

Functions in tfarima (0.3.2)

S

Annual sum
Wtelephone

Wisconsin Telephone Company
intervention.tfm

Intervention analysis/Outlier treatment
fit.stsm

Estimation of a STS model
fit.tfm

Estimation of the ARIMA model
ccf.tfm

Cross-correlation check
coef.tfm

Coefficients of a transfer function model
outliers.tfm

Outliers detection at known/unknown dates
autocov.stsm

Theoretical autocovariances of an ARMA model
printLagpolList

Print a list of lagpol objects
inv

Inverse of a lag polynomial
psi.weights

Psi weights of an AR(I)MA model
nabla

Unscramble I polynomial
modify.tfm

Modifying a TF or an ARIMA model
pi.weights

Pi weights of an AR(I)MA model
predict.tfm

Forecasting with transfer function models
as.lagpol

Lag polynomial
seriesC

Series C Chemical Process Temperature Readings: Every Minute.
setinputs.tfm

setinputs adds new inputs into a transfer function model.
sform

Structural form for an ARIMA model
as.um

Convert arima into um.
fit2autocov

Estimation of a STS model by the method of moments
output.tf

Output of a transfer function
signal

Signal component of a TF model
tf

Transfer function for input
summary.um

Summary of um model
sim.tfm

Time series simulation form an ARIMA or TF model
tfest

Preestimates of a transfer function
tfarima-package

Transfer Function and ARIMA Models.
CalendarVar

Calendar variables
InterventionVar

Intervention variables
easter

Easter effect
display

Graphs for ARMA models
seasadj

Seasonal adjustment
summary.tfm

Summarizing Transfer Function models
residuals.tfm

Residuals of a transfer function model
sum_um

Sum of univariate (ARIMA) models
ide

Identification plots
residuals.um

Residuals of the ARIMA model
sdummies

Seasonal dummies
tfm

Transfer function models
theta

Unscramble MA polynomial
bsm

Basic Structural Time Series models
seriesJ

Gas furnace data
outlierDates

Outlier dates
predict.um

Forecasts from an ARIMA model
noise

Noise of a transfer function model
coef.um

Coefficients of a univariate model
diagchk.tfm

Diagnostic checking
calendar.tfm

Calendar effects
printLagpol

Print numeric vector as a lagpol object
roots.lagpol

Roots of a lag polynomial
um

Univariate (ARIMA) model
rsales

Retail Sales of Variety Stores (U.S. Bureau of the Census)
varsel

Variable selection
phi

Unscramble AR polynomial
roots

Roots of the lag polynomials of an ARIMA model
logLik.um

Log-likelihood of an ARIMA model
lagpol

Lag polynomials
pccf

Prewhitened cross correlation function
rform

Reduce form for STS model
std

Standardize time series
stsm

Structural Time Series models
tsdiag.tfm

Diagnostic Plots for Time-Series Fits Description
tsdiag.um

Diagnostic Plots for Time-Series Fits Description
sincos

Trigonometric variables
tsvalue

Value of a time series at a date
spec

Spectrum of an ARMA model
ucomp.tfm

Unobserved components
autocorr

Theoretical simple/partial autocorrelations of an ARMA model