AIC.ssm                 AIC for fitted state space models
AIC.tfm                 AIC and BIC for Transfer Function Models
BuildingMat             Monthly Retail Sales: Building Material and
                        Supplies Dealers (NAICS 4441)
CalendarVar             Calendar variables
InterventionVar         Intervention variables
S                       Annual (rolling) sum
Wtelephone              Wisconsin Telephone Company
add_um                  Addition or substraction of univariate (ARIMA)
                        models
airline                 Airline Model (SARIMA(0,1,1)x(0,1,1)s)
as.lagpol               Lag polynomial converter
as.ssm.ucarima          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.ucarima        Theoretical simple/partial autocorrelations of
                        an ARMA model
autocov.ssm             Theoretical autocovariances of an ARMA model
autocov2MA              Convert autocovariances to MA parameters
calendar.ssm            Calendar effects
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
decomp.ssm              Unobserved components decomposition
diagchk.ssm             Diagnostic checking
diagchk.tfm             Diagnostic Checking for Transfer Function
                        Models
display                 Graphs for ARMA models
easter                  Easter effect
equation.ucarima        Equation of ucarima model
factorize               Factorized form of a univariate ARIMA model
factors                 Lag polynomial factorization
fit.ssm                 Estimation of the ARIMA model
fit.tfm                 Fit a Transfer Function Model
fit.ucarima             Estimation of UCARIMA models
ide                     Identification plots
init_kf                 Initialization of Kalman filter
intervention.tfm        Intervention analysis/Outlier treatment
inv                     Inverse of a lag polynomial
irf                     Impulse response function
kf                      Kalman filter for SS models
ks                      Kalman smoother for SS models
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
modify.tfm              Modifying a TF or an ARIMA model
nabla.ucarima           Unscramble I polynomial
noise.ssm               Extract Noise Component from Transfer Function
                        Model
outlierDates            Outlier dates
outliers.ssm            Outliers detection at known/unknown dates
output                  Output of a transfer function or a transfer
                        function model
pccf                    Prewhitened cross correlation function
phi.ucarima             Unscramble AR polynomial
pi.weights              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.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
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
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
roots2lagpol            Lag polynomial from roots
rsales                  Retail Sales of Variety Stores (U.S. Bureau of
                        the Census)
sdummies                Seasonal dummies
seasadj                 Seasonal adjustment
seriesC                 Series C Chemical Process Temperature Readings:
                        Every Minute.
seriesJ                 Gas furnace data
setinputs.tfm           Add or Replace Inputs in Models
signal                  Signal component of a TF model
sim.tfm                 Simulate Time Series from ARIMA or Transfer
                        Function Models
sincos                  Trigonometric variables
spec                    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
tf                      Transfer function for input
tfarima-package         Transfer Function and ARIMA Models
tfest                   Helper function to create a tf object
tfm                     Transfer Function Model Constructor
theta                   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
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
varsel                  Variable selection
wkfilter.as_ucarima     Wiener-Kolmogorov filter
wold.pol                Wold polynomial
