| Transfer Function and ARIMA Models | tfarima-package tfarima |
| Addition or substraction of univariate (ARIMA) models | add_um |
| AIC for fitted state space models | AIC.ssm |
| AIC and BIC for Transfer Function Models | AIC.tfm BIC.tfm |
| Airline Model (SARIMA(0,1,1)x(0,1,1)s) | airline |
| Lag polynomial converter | as.lagpol |
| Structural form for an ARIMA model | as.ssm as.ssm.ucarima as.ssm.um |
| Generic function for coercion to class "ucarima" | as.ucarima |
| Coerce a Univariate Model to UCARIMA form | as.ucarima.um |
| Convert 'arima' into 'um'. | as.um |
| Theoretical simple/partial autocorrelations of an ARMA model | autocorr autocorr.ucarima autocorr.um |
| Theoretical autocovariances of an ARMA model | autocov autocov.ssm autocov.ucarima autocov.um |
| Convert autocovariances to MA parameters | autocov2MA |
| Monthly Retail Sales: Building Material and Supplies Dealers (NAICS 4441) | BuildingMat |
| Calendar effects | calendar calendar.ssm calendar.tfm calendar.um |
| Calendar variables | CalendarVar |
| Cross-correlation check | ccf.tfm |
| Coefficients of a Transfer Function Model | coef.tfm |
| Extract coefficients from UCM objects | coef.ucm |
| Coefficients of a univariate model | coef.um |
| Cramer-Wold Factorization | cwfact |
| Unobserved components decomposition | decomp decomp.ssm decomp.tfm decomp.ucarima decomp.um |
| Diagnostic checking | diagchk diagchk.ssm diagchk.ucarima diagchk.um |
| Diagnostic Checking for Transfer Function Models | diagchk.tfm |
| Graphs for ARMA models | display display.default display.um |
| Easter effect | easter easter.um |
| Equation of ucarima model | equation equation.ucarima equation.um |
| Factorized form of a univariate ARIMA model | factorize factorize.um |
| Lag polynomial factorization | factors factors.lagpol |
| Estimation of the ARIMA model | fit fit.ssm fit.um |
| Fit a Transfer Function Model | fit.tfm |
| Estimation of UCARIMA models | fit.ucarima |
| Identification plots | ide |
| Initialization of Kalman filter | init_kf |
| Intervention analysis/Outlier treatment | intervention intervention.tfm intervention.um |
| Intervention variables | InterventionVar |
| Inverse of a lag polynomial | inv inv.lagpol |
| Impulse response function | irf |
| Kalman filter for SS models | kf |
| Kalman smoother for SS models | ks |
| Lag polynomials | lagpol |
| Create lag polynomial objects | lagpol0 |
| Log-likelihood of a SS model | logLik.ssm |
| Log-Likelihood of Transfer Function Model | logLik.tfm |
| Log-likelihood of an ARIMA model | logLik.um |
| Modifying a TF or an ARIMA model | modify modify.tfm modify.um |
| Unscramble I polynomial | nabla nabla.ucarima nabla.um |
| Extract Noise Component from Transfer Function Model | noise noise.ssm noise.tfm |
| Outlier dates | outlierDates |
| Outliers detection at known/unknown dates | outliers outliers.ssm outliers.tfm outliers.ucarima outliers.um |
| Output of a transfer function or a transfer function model | output output.tf |
| Prewhitened cross correlation function | pccf |
| Unscramble AR polynomial | phi phi.ucarima phi.um |
| Pi weights of an AR(I)MA model | pi.weights pi.weights.um |
| Evaluate the k-th derivative of a polynomial at point z | polyderivEvalR |
| Predict method for state space models | predict.ssm |
| Predict transfer function | predict.tf |
| Forecast Transfer Function Model | predict.tfm |
| Forecasts from an ARIMA model | predict.um |
| Print Method for Lag Polynomial Objects | print.lagpol |
| Print method for 'ssm' objects | print.ssm |
| Print summary of fitted state space model | print.summary.ssm |
| Print Summary of Transfer Function Model | print.summary.tfm |
| Print Summary of Univariate Model | print.summary.um |
| Print method for transfer function objects | print.predict.um print.tf print.ucarima print.um |
| Print Transfer Function Model | print.tfm |
| Print method for unobserved components | print.uc |
| Print non-normalized polynomial as a lag polynomial | printLagpol |
| Prints a list of 'lagpol' objects. | printLagpolList |
| Psi weights of an AR(I)MA model | psi.weights psi.weights.um |
| Residuals of fitted state space models | residuals.ssm |
| Extract Residuals from Transfer Function Model | residuals.tfm |
| Residuals of fitted UCARIMA models | residuals.ucarima |
| Residuals of the ARIMA model | residuals.um |
| Roots of lag polynomials | roots roots.default roots.lagpol roots.tf roots.um |
| Lag polynomial from roots | roots2lagpol |
| Retail Sales of Variety Stores (U.S. Bureau of the Census) | rsales |
| Annual (rolling) sum | S |
| Seasonal dummies | sdummies |
| Seasonal adjustment | seasadj seasadj.um |
| Series C Chemical Process Temperature Readings: Every Minute. | seriesC |
| Gas furnace data | seriesJ |
| Add or Replace Inputs in Models | setinputs setinputs.tfm setinputs.um |
| Signal component of a TF model | signal signal.tfm |
| Simulate Time Series from ARIMA or Transfer Function Models | sim sim.tfm sim.um |
| Trigonometric variables | sincos |
| Spectrum of an ARMA model | spec spec.um |
| Time Invariant State Space Model | ssm |
| Standardize time series | std |
| Summary of fitted state space model | summary.ssm |
| Summarize Transfer Function Model | summary.tfm |
| Summary of um model | summary.um |
| Transfer function for input | tf |
| Helper function to create a tf object | tfest |
| Transfer Function Model Constructor | tfm |
| Unscramble MA polynomial | theta theta.um |
| Diagnostic Plots for Time-Series Fits Description | tsdiag.tfm |
| Diagnostic Plots for Time-Series Fits Description | tsdiag.um |
| Extract time series value by date | tsvalue |
| Unobservable components | uc |
| Unobservable components (UC) for structural time series models | uc0 |
| Unobserved components ARIMA models | ucarima |
| Unobserved Components Time Series Models | ucm |
| Univariate (ARIMA) model | um |
| Unit circle | unitcircle unitcircle.default unitcircle.lagpol |
| Variable selection | varsel varsel.tfm |
| Wiener-Kolmogorov filter | wkfilter wkfilter.as_ucarima wkfilter.um |
| Wold polynomial | wold.pol |
| Wisconsin Telephone Company | Wtelephone |
