# Transfer Function and ARIMA Models

## Documentation for package ‘tfarima’ version 0.4.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

A B C D E F I K L M N O P R S T U V W

tfarima-package | Transfer Function and ARIMA Models

## -- A --

add_um | Addition or substraction of univariate (ARIMA) models
AIC.ssm | AIC for fitted state space models
AIC.tfm | AIC and BIC for Transfer Function Models
airline | Airline Model (SARIMA(0,1,1)x(0,1,1)s)
as.lagpol | Lag polynomial converter
as.ssm | Structural form for an ARIMA model
as.ssm.ucarima | Structural form for an ARIMA model
as.ssm.um | Structural form for an ARIMA model
as.ucarima | Generic function for coercion to class "ucarima"
as.ucarima.um | Coerce a Univariate Model to UCARIMA form
as.um | Convert 'arima' into 'um'.
autocorr | Theoretical simple/partial autocorrelations of an ARMA model
autocorr.ucarima | 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.ssm | Theoretical autocovariances of an ARMA model
autocov.ucarima | Theoretical autocovariances of an ARMA model
autocov.um | Theoretical autocovariances of an ARMA model
autocov2MA | Convert autocovariances to MA parameters

## -- B --

BIC.tfm | AIC and BIC for Transfer Function Models
BuildingMat | Monthly Retail Sales: Building Material and Supplies Dealers (NAICS 4441)

## -- C --

calendar | Calendar effects
calendar.ssm | 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.ucm | Extract coefficients from UCM objects
coef.um | Coefficients of a univariate model
cwfact | Cramer-Wold Factorization

## -- D --

decomp | Unobserved components decomposition
decomp.ssm | Unobserved components decomposition
decomp.tfm | Unobserved components decomposition
decomp.ucarima | Unobserved components decomposition
decomp.um | Unobserved components decomposition
diagchk | Diagnostic checking
diagchk.ssm | Diagnostic checking
diagchk.tfm | Diagnostic Checking for Transfer Function Models
diagchk.ucarima | Diagnostic checking
diagchk.um | Diagnostic checking
display | Graphs for ARMA models
display.default | Graphs for ARMA models
display.um | Graphs for ARMA models

## -- E --

easter | Easter effect
easter.um | Easter effect
equation | Equation of ucarima model
equation.ucarima | Equation of ucarima model
equation.um | Equation of ucarima model

## -- F --

factorize | Factorized form of a univariate ARIMA model
factorize.um | Factorized form of a univariate ARIMA model
factors | Lag polynomial factorization
factors.lagpol | Lag polynomial factorization
fit | Estimation of the ARIMA model
fit.ssm | Estimation of the ARIMA model
fit.tfm | Fit a Transfer Function Model
fit.ucarima | Estimation of UCARIMA models
fit.um | Estimation of the ARIMA model

## -- I --

ide | Identification plots
init_kf | Initialization of Kalman filter
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
irf | Impulse response function

## -- K --

kf | Kalman filter for SS models
ks | Kalman smoother for SS models

## -- L --

lagpol | Lag polynomials
lagpol0 | Create lag polynomial objects
logLik.ssm | Log-likelihood of a SS model
logLik.tfm | Log-Likelihood of Transfer Function Model
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.ucarima | Unscramble I polynomial
nabla.um | Unscramble I polynomial
noise | Extract Noise Component from Transfer Function Model
noise.ssm | Extract Noise Component from Transfer Function Model
noise.tfm | Extract Noise Component from Transfer Function Model

## -- O --

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

## -- P --

pccf | Prewhitened cross correlation function
phi | Unscramble AR polynomial
phi.ucarima | 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
polyderivEvalR | Evaluate the k-th derivative of a polynomial at point z
predict.ssm | Predict method for state space models
predict.tf | Predict transfer function
predict.tfm | Forecast Transfer Function Model
predict.um | Forecasts from an ARIMA model
print.lagpol | Print Method for Lag Polynomial Objects
print.predict.um | Print method for transfer function objects
print.ssm | Print method for 'ssm' objects
print.summary.ssm | Print summary of fitted state space model
print.summary.tfm | Print Summary of Transfer Function Model
print.summary.um | Print Summary of Univariate Model
print.tf | Print method for transfer function objects
print.tfm | Print Transfer Function Model
print.uc | Print method for unobserved components
print.ucarima | Print method for transfer function objects
print.um | Print method for transfer function objects
printLagpol | Print non-normalized polynomial as a lag polynomial
printLagpolList | Prints 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.ssm | Residuals of fitted state space models
residuals.tfm | Extract Residuals from Transfer Function Model
residuals.ucarima | Residuals of fitted UCARIMA models
residuals.um | Residuals of the ARIMA model
roots | Roots of lag polynomials
roots.default | Roots of lag polynomials
roots.lagpol | Roots of lag polynomials
roots.tf | Roots of lag polynomials
roots.um | Roots of lag polynomials
roots2lagpol | Lag polynomial from roots
rsales | Retail Sales of Variety Stores (U.S. Bureau of the Census)

## -- S --

S | Annual (rolling) 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 | Add or Replace Inputs in Models
setinputs.tfm | Add or Replace Inputs in Models
setinputs.um | Add or Replace Inputs in Models
signal | Signal component of a TF model
signal.tfm | Signal component of a TF model
sim | Simulate Time Series from ARIMA or Transfer Function Models
sim.tfm | Simulate Time Series from ARIMA or Transfer Function Models
sim.um | Simulate Time Series from ARIMA or Transfer Function Models
sincos | Trigonometric variables
spec | Spectrum of an ARMA model
spec.um | Spectrum of an ARMA model
ssm | Time Invariant State Space Model
std | Standardize time series
summary.ssm | Summary of fitted state space model
summary.tfm | Summarize Transfer Function Model
summary.um | Summary of um model

## -- T --

tf | Transfer function for input
tfarima | Transfer Function and ARIMA Models
tfest | Helper function to create a tf object
tfm | Transfer Function Model Constructor
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 | Extract time series value by date

## -- U --

uc | Unobservable components
uc0 | Unobservable components (UC) for structural time series models
ucarima | Unobserved components ARIMA models
ucm | Unobserved Components Time Series Models
um | Univariate (ARIMA) model
unitcircle | Unit circle
unitcircle.default | Unit circle
unitcircle.lagpol | Unit circle

## -- V --

varsel | Variable selection
varsel.tfm | Variable selection

## -- W --

wkfilter | Wiener-Kolmogorov filter
wkfilter.as_ucarima | Wiener-Kolmogorov filter
wkfilter.um | Wiener-Kolmogorov filter
wold.pol | Wold polynomial
Wtelephone | Wisconsin Telephone Company