Transfer Function and ARIMA Models


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Documentation for package ‘tfarima’ version 0.2.1

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tfarima-package Transfer Function and ARIMA Models.
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.um Theoretical autocovariances of an ARMA model
calendar Calendar effects
calendar.um Calendar effects
CalendarVar Calendar variables
ccf.tfm Cross-correlation check
diagchk Diagnostic checking
diagchk.tfm Diagnostic checking
diagchk.um Diagnostic checking
display Graphs for ARMA models
display.default Graphs for ARMA models
display.um Graphs for ARMA models
easter Easter effect
easter.um Easter effect
fit Estimation of the ARIMA model
fit.tfm Estimation of the ARIMA model
fit.um Estimation of the ARIMA model
ide Identification plots
InterventionVar Intervention variables
inv Inverse of a lag polynomial
inv.lagpol Inverse of a lag polynomial
lagpol Lag polynomials
logLik.um Log-likelihood of an ARIMA model
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
nabla Unscramble I polynomial
nabla.um Unscramble I polynomial
noise Noise of a transfer function model
noise.tfm Noise of a transfer function model
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
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
residuals.tfm Residuals of a transfer function model
residuals.um Residuals of the ARIMA 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)
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.
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
spec Spectrum of an ARMA model
spec.um Spectrum of an ARMA model
std Standardize time series
summary.tfm Summarizing Transfer Function models
summary.um Summary of um model
sum_um Sum of univariate (ARIMA) models
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
ucomp Unobserved components
ucomp.tfm Unobserved components
ucomp.um Unobserved components
um Univariate (ARIMA) model
varsel Variable selection
varsel.tfm Variable selection