best.TSestModel | Select Best Model |
bft | Estimate a TSmodel |
build.diagonal.model | Generate Data |
build.input.models | Generate Data |
combine.forecast.cov | Combine 2 Forecast Cov Objects |
combine.forecast.cov.estimators.wrt.data | Combine 2 Forecast Cov Objects |
combine.forecast.cov.estimators.wrt.true | Combine 2 Forecast Cov Objects |
distribution | Plot distribution of estimates |
distribution.estimation.evaluation | Plot distribution of estimates |
distribution.monte.carlo.simulations | Generate distribution plots of Monte Carlo simulations |
distribution.parms.ee | Plot distribution of estimates |
distribution.roots.ee | Plot distribution of estimates |
distribution.TSdata | Plot distribution of estimates |
est.black.box | Estimate a TSmodel |
est.black.box1 | Estimate a TSmodel |
est.black.box2 | Estimate a TSmodel |
est.black.box3 | Estimate a TSmodel |
est.black.box4 | Estimate a TSmodel |
est.max.like | Maximum Likelihood Estimation |
est.min.sqerror | Estimate Min Squared Error |
est.SS.Mittnik | Estimate a State Space Model |
est.wt.variables | Weighted Estimation |
estimate.models | Estimate Models |
estimators.horizon.forecasts | Estimate models and forecast at given horizons |
eval.estimation | Evaluate an estimation method |
exclude.forecast.cov | Filter Object to Remove Forecasts |
extract.forecast.cov | Extract Forecast Covariance |
extract.forecast.cov.estimators.from.model | Extract Forecast Covariance |
extract.forecast.cov.estimators.wrt.data | Extract Forecast Covariance |
feather.forecasts | Multiple Horizon-Step Ahead Forecasts |
forecast | Forecast Multiple Steps Ahead |
forecast.cov | Forecast covariance for different models |
forecast.cov.compiled.ARMA | Forecast covariance for different models |
forecast.cov.compiled.innov | Forecast covariance for different models |
forecast.cov.compiled.non.innov | Forecast covariance for different models |
forecast.cov.compiled.SS | Forecast covariance for different models |
forecast.cov.estimators.wrt.data | Calculate Forecast Cov of Estimators WRT Data |
forecast.cov.estimators.wrt.true | Compare Forecasts Cov Relative to True Model Output |
forecast.cov.reductions.wrt.true | Forecast covariance for different models |
forecast.cov.single.TSmodel | Forecast covariance for different models |
forecast.cov.TSdata | Forecast covariance for different models |
forecast.cov.TSestModel | Forecast covariance for different models |
forecast.cov.TSmodel | Forecast covariance for different models |
forecast.cov.wrt.true | Compare Forecasts to True Model Output |
forecast.TSdata | Forecast Multiple Steps Ahead |
forecast.TSestModel | Forecast Multiple Steps Ahead |
forecast.TSmodel | Forecast Multiple Steps Ahead |
forecasts | Extract Forecasts |
forecasts.feather.forecasts | Extract Forecasts |
forecasts.forecast | Extract Forecasts |
forecasts.horizon.forecasts | Extract Forecasts |
gen.mine.data | Generate Data |
generate.model.SS | Randomly generate a state space model |
horizon.forecasts | Calculate forecasts at specified horizons |
horizon.forecasts.compiled.ARMA | Calculate forecasts at specified horizons |
horizon.forecasts.compiled.SS | Calculate forecasts at specified horizons |
horizon.forecasts.forecast.cov | Calculate forecasts at specified horizons |
horizon.forecasts.TSdata | Calculate forecasts at specified horizons |
horizon.forecasts.TSestModel | Calculate forecasts at specified horizons |
horizon.forecasts.TSmodel | Calculate forecasts at specified horizons |
input.series.names.feather.forecasts | TS Input and Output Specific Methods |
input.series.names.forecast | TS Input and Output Specific Methods |
input.series.names.monte.carlo.simulations | TS Input and Output Specific Methods |
is.estimated.models | Estimate Models |
is.estimation.evaluation | Evaluate an estimation method |
is.feather.forecasts | Multiple Horizon-Step Ahead Forecasts |
is.forecast | Forecast Multiple Steps Ahead |
is.forecast.cov | Forecast covariance for different models |
is.forecast.cov.estimators.wrt.data | Calculate Forecast Cov of Estimators WRT Data |
is.forecast.cov.estimators.wrt.data.subsets | Check Inheritance |
is.forecast.cov.estimators.wrt.true | Compare Forecasts Cov Relative to True Model Output |
is.forecast.cov.wrt.data | Compare Forecasts to True Model Output |
is.horizon.forecasts | Calculate forecasts at specified horizons |
is.monte.carlo.simulation | Generate simulations |
min.forecast.cov | Minimum Forecast Cov Models |
mine.stepwise | Mine Stepwise |
mine.strip | Select a Data Subset and Model |
minimum.startup.lag | Starting Periods Required |
monte.carlo.simulations | Generate simulations |
monte.carlo.simulations.estimation.evaluation | Generate simulations |
monte.carlo.simulations.monte.carlo.simulation | Generate simulations |
monte.carlo.simulations.TSestModel | Generate simulations |
monte.carlo.simulations.TSmodel | Generate simulations |
out.of.sample.forecast.cov.estimators.wrt.data | Calculate Out-of-Sample Forecasts |
output.series.names.feather.forecasts | TS Input and Output Specific Methods |
output.series.names.forecast | TS Input and Output Specific Methods |
output.series.names.monte.carlo.simulations | TS Input and Output Specific Methods |
reduced.modeles.Mittnik | Reduced Models via Mittnik SVD balancing |
reduced.models.Mittnik | Reduced Models via Mittnik SVD balancing |
reduction.Mittnik | Balance and Reduce a Model |
reduction.Mittnik.from.Hankel | Balance and Reduce a Model |
roots.estimated.models | Roots Specific Methods |
roots.forecast.cov.estimators.wrt.true | Roots Specific Methods |
roots.parms.ee | Roots Specific Methods |
roots.roots.ee | Roots Specific Methods |
roots.TSestModel.ee | Roots Specific Methods |
roots.TSmodel.ee | Roots Specific Methods |
select.forecast.cov | Select Forecast Covariances Meeting Criteria |
shock.decomposition | Shock Decomposition |
start.shift | Starting Periods Required |
summary.estimated.models | Summary Specific Methods |
summary.estimation.evaluation | Summary Specific Methods |
summary.forecast.cov | Summary Specific Methods |
summary.forecast.cov.estimators.wrt.data.subsets | Summary Specific Methods |
summary.forecast.cov.estimators.wrt.true | Summary Specific Methods |
summary.monte.carlo.simulations | Summary Specific Methods |
summary.parms.ee | Summary Specific Methods |
summary.roots.ee | Summary Specific Methods |
summary.TSestModel.ee | Summary Specific Methods |
summary.TSmodel.ee | Summary Specific Methods |
test.equal.estimated.models | Specific Methods for Testing Equality |
test.equal.estimation.evaluation | Specific Methods for Testing Equality |
test.equal.forecast | Specific Methods for Testing Equality |
test.equal.horizon.forecasts | Specific Methods for Testing Equality |
test.equal.monte.carlo.simulations | Specific Methods for Testing Equality |
tfplot.feather.forecasts | Specific Methods for tfplot |
tfplot.forecast | Specific Methods for tfplot |
tfplot.forecast.cov | Plots of Forecast Variance |
tfplot.forecast.cov.estimators.wrt.data | Specific Methods for tfplot |
tfplot.horizon.forecasts | Specific Methods for tfplot |
tfplot.monte.carlo.simulations | Generate plots of Monte Carlo simulations |
tfplot.multi.model.horizon.forecasts | Specific Methods for tfplot |
tfplot.parms.ee | Specific Methods for tfplot |
tfplot.roots.ee | Specific Methods for tfplot |
tfplot.TSdata | Specific Methods for tfplot |
tfplot.TSestModel.ee | Specific Methods for tfplot |
tfplot.TSmodel.ee | Specific Methods for tfplot |
total.forecast.cov | Sum covariance of forecasts across all series |
TSdata.forecast.cov | TS Extractor Specific Methods |
TSestModel.parms.ee | TS Extractor Specific Methods |
TSmodel.forecast.cov | TS Extractor Specific Methods |
TSmodel.parms.ee | TS Extractor Specific Methods |