Time Series Factor Analysis


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Documentation for package `tsfa' version 2006.2-1

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00.tsfa.Intro Time Series Factor Analysis (TSFA)
checkResiduals.TSFestModel Check Time Series Idiosyncratic Component
distribution.factorsEstEval Distribution of Time Series Factors Estimates
estTSF.ML Estimate Time Series Factor Model
explained Calculate Explained Portion of Data
factorNames Extract the Factors Names from an Object
factors Extract Time Series Factors from an Object
FAfitStats Summary Statistics for a TSFA Models
LedermannBound Ledermann Bound for Number of Indicators
nfactors Extract the Number of Time Series Factors from an Object
print.summary.TSFestModel summary.TSFestModel Method for Base Generic
print.summary.TSFmodel summary.TSFestModel Method for Base Generic
print.summary.TSFmodelEstEval summary.TSFestModel Method for Base Generic
seriesNames.TSFestModel Extract the Factors Names from an Object
simulate.TSFestModel Simulate a Time Series Factor Model
simulate.TSFmodel Simulate a Time Series Factor Model
summary.TSFestModel summary.TSFestModel Method for Base Generic
summary.TSFmodel summary.TSFestModel Method for Base Generic
summary.TSFmodelEstEval summary.TSFestModel Method for Base Generic
tsfa.Intro Time Series Factor Analysis (TSFA)
TSFmodel Construct a Time Series Factor Model