# Transfer Function and ARIMA Models

## Documentation for package ‘tfarima’ version 0.3.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

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

tfarima-package | 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 --

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

## -- 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 --

ucomp | Unobserved components
ucomp.tfm | Unobserved components
ucomp.um | Unobserved components
um | Univariate (ARIMA) model

## -- V --

varsel | Variable selection
varsel.tfm | Variable selection

## -- W --

Wtelephone | Wisconsin Telephone Company