Package index • rjd3sts

All functions

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

cumul(): Title

cycle(): 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

locallevel(): Local Level

locallineartrend(): Local Linear Trend

ltd_airline(): Title

model(): Create Composite Model

msae() msae2() msae3(): Modeling errors in surveys with overlapping panels

msignal(): Title

noise(): Noise component

parameters(): Get Parameters of SSF Model

periodic(): Title

print(<JD3STS>): Title

reg(): Time Varying Regressors

reg_td(): Title

sae(): Title

sarima(): Title

seasonal(): Title

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 stdev 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(): Title

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

var_ar(): Title

var_loading(): Title

var_locallevel(): Title

var_locallineartrend(): Title

var_noise(): Title

var_reg(): Time Varying Regressor

var_seasonal(): Title