AIC | Akaike's An Information Criterion |
AIC.tsissm.estimate | Akaike's An Information Criterion |
AIC.tsissm.selection | Akaike's An Information Criterion |
as_flextable.summary.tsissm.estimate | Transform a summary object into flextable |
BIC | Bayesian Information Criterion |
BIC.tsissm.estimate | Bayesian Information Criterion |
BIC.tsissm.selection | Bayesian Information Criterion |
bread.tsissm.estimate | Bread Method |
coef | Extract Model Coefficients |
coef.tsissm.estimate | Extract Model Coefficients |
estfun.tsissm.estimate | Score Method |
estimate | Model Estimation |
estimate.tsissm.autospec | Model Estimation |
estimate.tsissm.spec | Model Estimation |
fitted | Model Fitted Values |
fitted.tsissm.estimate | Model Fitted Values |
hresiduals | Multi-Step Ahead In-Sample Residuals |
hresiduals.tsissm.estimate | Multi-Step Ahead In-Sample Residuals |
issm_control | ISSM solver control parameters |
issm_modelspec | Model Specification |
logLik | Model Log-Likelihood |
logLik.tsissm.estimate | Model Log-Likelihood |
logLik.tsissm.selection | Model Log-Likelihood |
maunaloa | Mauna Loa CO2 Daily Measurements |
nobs | Extract the Number of Observations |
nobs.tsissm.estimate | Extract the Number of Observations |
plot | Object Plots |
plot.tsissm.estimate | Object Plots |
plot.tsissm.profile | Object Plots |
plot.tsissm.simulate | Object Plots |
predict | Model Prediction |
predict.tsissm.estimate | Model Prediction |
predict.tsissm.selection | Model Prediction |
print.summary.tsissm.estimate | Model Estimation Summary Print method |
print.tsissm.diagnose | Model Diagnostics Print method |
residuals | Model Residuals |
residuals.tsissm.estimate | Model Residuals |
sigma | The Standard Deviation of the model |
sigma.tsissm.estimate | The Standard Deviation of the model |
simulate | Model Simulation |
simulate.tsissm.estimate | Model Simulation |
simulate.tsissm.selection | Model Simulation |
spy | SPY ETF Adjusted Close |
summary | Model Estimation Summary |
summary.tsissm.estimate | Model Estimation Summary |
tsbacktest | Walk Forward Model Backtest |
tsbacktest.tsissm.autospec | Walk Forward Model Backtest |
tsbacktest.tsissm.spec | Walk Forward Model Backtest |
tsdecompose | Model Decomposition |
tsdecompose.tsissm.estimate | Model Decomposition |
tsdecompose.tsissm.predict | Model Decomposition |
tsdecompose.tsissm.simulate | Model Decomposition |
tsdiagnose | Model Diagnostics |
tsdiagnose.tsissm.estimate | Model Diagnostics |
tsensemble | Ensembling of Models and Predictions |
tsensemble.tsissm.selection | Ensembling of Models and Predictions |
tsensemble.tsissm.selection_predict | Ensembling of Models and Predictions |
tsensemble.tsissm.selection_simulate | Ensembling of Models and Predictions |
tsequation | Model Equation (LaTeX) |
tsequation.tsissm.estimate | Model Equation (LaTeX) |
tsfilter | Online Model Filtering |
tsfilter.tsissm.estimate | Online Model Filtering |
tsfilter.tsissm.selection | Online Model Filtering |
tsmetrics | Performance Metrics |
tsmetrics.tsissm.estimate | Performance Metrics |
tsmetrics.tsissm.predict | Performance Metrics |
tsmoments | Analytic Forecast Moments |
tsmoments.tsissm.estimate | Analytic Forecast Moments |
tsprofile | Model Simulation Based Profiling |
tsprofile.tsissm.estimate | Model Simulation Based Profiling |
tsspec | Model Specification Extractor |
tsspec.tsissm.estimate | Model Specification Extractor |
us_retail_sales | Advance Retail Sales: Retail Trade (US) |
vcov | The Covariance Matrix of the Estimated Parameters |
vcov.tsissm.estimate | The Covariance Matrix of the Estimated Parameters |