Linear Innovations State Space Unobserved Components Model
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Documentation for package ‘tsissm’ version 1.0.2
Help Pages
| 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 |