Package index
-
add() - Title
-
add_equation() - Add a building block to the considered equation
-
aggregation() - Title
-
ar()ar2() - Autoregressive model
-
arima() - Autoregressive Integrated Moving Average (ARIMA) Model
-
arma() - Autoregressive Moving Average (ARMA) Model
-
block_d0() - Title
-
block_p0() - Title
-
block_t() - Title
-
block_v() - Title
-
bsm_model() - Title
-
bsm_to_ucm() - Title
-
components_pos() - Position of the components
-
cumul() - Title
-
cycle() - Title
-
.akf_likelihood() - Title
-
.arima() - Title
-
.arima2() - Title
-
.bsm2spec() - Title
-
.bsm2ucm() - Title
-
.circular_loading() - Title
-
.ckms_likelihood() - Title
-
.composite() - Title
-
.cyclical_loading() - Title
-
.dk_likelihood() - Title
-
.loading() - Title
-
.loading_composite() - Creates a composite loading
-
.local_level() - Title
-
.local_linear_trend() - Title
-
.mssf() - Title
-
.mssf_measurements() - Title
-
.noise() - Title
-
.proc_diffuselikelihood() - Title
-
.r2jd_bsm() - Title
-
.sarima() - Title
-
.sarma() - Title
-
.sarma2() - Title
-
.seasonal() - Title
-
.ssf() - Title
-
.ssf_B() - Title
-
.ssf_P0() - Title
-
.ssf_S() - Title
-
.ssf_T() - Title
-
.ssf_V() - Title
-
.ssf_Z() - Gets the loading vector. It should have the same length as the corresponding state block.
-
.ssf_as_time_invariant() - Title
-
.ssf_component() - Title
-
.ssf_dim() - Retrieves the dimension of a state block
-
.ssf_loading() - Title
-
.ssf_smooth() - Title
-
equation() - Create equation
-
estimate() - Estimate a SSF Model
-
filtered_states() - Title
-
filtered_states_stdev() - Title
-
filtering_states() - Title
-
filtering_states_stdev() - Title
-
loading() - Title
-
loading_cyclical() - Title
-
loading_periodic() - Title
-
loading_sum() - Title
-
loadings() - Give all the loadings for a given variable
-
locallevel() - Local Level
-
locallineartrend() - Local linear trend state block
-
ltd_airline() - Title
-
model() - Create Composite Model
-
msae()msae2()msae3() - Modeling errors in surveys with overlapping panels
-
msignal() - Title
-
noise() - Noise state block
-
parameters() - Get Parameters of SSF Model
-
periodic() - Title
-
print(<JD3STS>) - Title
-
reg() - Time Varying Regressors
-
reg_td() - Title
-
sae() - Title
-
sarima() - Title
-
seasonal() - Seasonal state block
-
seasonalbreaks() - Title
-
signal() - Title
-
smoothed_components() - Retrieves the components of the model (univariate case) or the components corresponding to a given equation (multivariate case)
-
smoothed_components_stdev() - Retrieves the standard deviations of the components of the model (univariate case) or of the components corresponding to a given equation (multivariate case)
-
smoothed_states() - Title
-
smoothed_states_stdev() - Standard deviations of the smoothed states
-
splines_daily() - Title
-
splines_generic() - Title
-
splines_regular() - Title
-
ssf() - Title
-
sts() - Title
-
sts_forecast() - Forecast with STS model
-
sts_outliers() - Title
-
sts_raw() - Title
-
tdairline_estimation() - Title
-
var_ar() - Title
-
var_loading() - Title
-
var_locallevel() - Title
-
var_locallineartrend() - Title
-
var_noise() - Title
-
var_reg() - Time Varying Regressor
-
var_seasonal() - Title