build.diagonal.model | Generate Data |
build.input.models | Generate Data |
coef.TSestModelEstEval | Specific Methods for coef |
coef.TSmodelEstEval | Specific Methods for coef |
combine.forecastCov | Combine 2 Forecast Cov Objects |
combine.forecastCovEstimatorsWRTdata | Combine 2 Forecast Cov Objects |
combine.forecastCovEstimatorsWRTtrue | Combine 2 Forecast Cov Objects |
distribution | Plot distribution of estimates |
distribution.MonteCarloSimulations | Generate distribution plots of Monte Carlo simulations |
distribution.rootsEstEval | Plot distribution of estimates |
distribution.TSdata | Plot distribution of estimates |
EstEval | Evaluate an estimation method |
estimateModels | Estimate Models |
estimatorsHorizonForecastsWRTdata | Estimate models and forecast at given horizons |
excludeForecastCov | Filter Object to Remove Forecasts |
extractforecastCov | Extract Forecast Covariance |
featherForecasts | Multiple Horizon-Step Ahead Forecasts |
forecast | Forecast Multiple Steps Ahead |
forecastCov | Forecast covariance for different models |
forecastCovEstimatorsWRTdata | Calculate Forecast Cov of Estimators WRT Data |
forecastCovEstimatorsWRTtrue | Compare Forecasts Cov Relative to True Model Output |
forecastCovReductionsWRTtrue | Forecast covariance for different models |
forecastCovWRTtrue | Compare Forecasts to True Model Output |
forecasts | Extract Forecasts |
generateSSmodel | Randomly generate a state space model |
genMineData | Generate Data |
horizonForecasts | Calculate forecasts at specified horizons |
horizonForecastsCompiled | Calculate forecasts at specified horizons |
is.EstEval | Evaluate an estimation method |
is.estimatedModels | Estimate Models |
is.featherForecasts | Multiple Horizon-Step Ahead Forecasts |
is.forecast | Forecast Multiple Steps Ahead |
is.forecastCov | Forecast covariance for different models |
is.forecastCovEstimatorsWRTdata | Calculate Forecast Cov of Estimators WRT Data |
is.forecastCovEstimatorsWRTdata.subsets | Check Inheritance |
is.forecastCovEstimatorsWRTtrue | Compare Forecasts Cov Relative to True Model Output |
is.forecastCovWRTdata | Compare Forecasts to True Model Output |
is.horizonForecasts | Calculate forecasts at specified horizons |
is.MonteCarloSimulations | Generate simulations |
minForecastCov | Minimum Forecast Cov Models |
minimumStartupLag | Starting Periods Required |
MonteCarloSimulations | Generate simulations |
nseries.featherForecasts | Number of Series |
nseriesInput.MonteCarloSimulations | Number of Series |
nseriesOutput.MonteCarloSimulations | Number of Series |
outOfSample.forecastCovEstimatorsWRTdata | Calculate Out-of-Sample Forecasts |
roots.coefEstEval | Roots Specific Methods |
roots.estimatedModels | Roots Specific Methods |
roots.forecastCovEstimatorsWRTtrue | Roots Specific Methods |
roots.rootsEstEval | Roots Specific Methods |
roots.TSestModelEstEval | Roots Specific Methods |
roots.TSmodelEstEval | Roots Specific Methods |
selectForecastCov | Select Forecast Covariances Meeting Criteria |
seriesNamesInput.featherForecasts | TS Input and Output Specific Methods |
seriesNamesInput.forecast | TS Input and Output Specific Methods |
seriesNamesInput.MonteCarloSimulations | TS Input and Output Specific Methods |
seriesNamesOutput.featherForecasts | TS Input and Output Specific Methods |
seriesNamesOutput.forecast | TS Input and Output Specific Methods |
seriesNamesOutput.MonteCarloSimulations | TS Input and Output Specific Methods |
shockDecomposition | Shock Decomposition |
startShift | Starting Periods Required |
stripMine | Select a Data Subset and Model |
summary.coefEstEval | Summary Specific Methods |
summary.EstEval | Summary Specific Methods |
summary.estimatedModels | Summary Specific Methods |
summary.forecastCov | Summary Specific Methods |
summary.forecastCovEstimatorsWRTdata.subsets | Summary Specific Methods |
summary.forecastCovEstimatorsWRTtrue | Summary Specific Methods |
summary.MonteCarloSimulations | Summary Specific Methods |
summary.rootsEstEval | Summary Specific Methods |
summary.TSestModelEstEval | Summary Specific Methods |
summary.TSmodelEstEval | Summary Specific Methods |
testEqual.EstEval | Specific Methods for Testing Equality |
testEqual.estimatedModels | Specific Methods for Testing Equality |
testEqual.forecast | Specific Methods for Testing Equality |
testEqual.forecastCov | Specific Methods for Testing Equality |
testEqual.horizonForecasts | Specific Methods for Testing Equality |
testEqual.MonteCarloSimulations | Specific Methods for Testing Equality |
tfplot.coefEstEval | Specific tfplot methods for coefEstEval (EstEval) objects |
tfplot.EstEval | Specific Methods for tfplot |
tfplot.featherForecasts | Specific Methods for tfplot |
tfplot.forecast | Specific Methods for tfplot |
tfplot.forecastCov | Plots of Forecast Variance |
tfplot.forecastCovEstimatorsWRTdata | Plots of Forecast Variance |
tfplot.horizonForecasts | Specific Methods for tfplot |
tfplot.MonteCarloSimulations | Generate plots of Monte Carlo simulations |
tfplot.multiModelHorizonForecasts | Specific Methods for tfplot |
tfplot.rootsEstEval | Specific tfplot methods for rootsEstEval (EstEval) objects |
tfplot.TSestModelEstEval | Specific Methods for tfplot |
tfplot.TSmodelEstEval | Specific Methods for tfplot |
tframe.MonteCarloSimulations | Tframe or Number of Periods |
totalForecastCov | Sum covariance of forecasts across all series |
TSdata.forecastCov | TS Extractor Specific Methods |
TSestModel.coefEstEval | TS Extractor Specific Methods |
TSmodel.coefEstEval | TS Extractor Specific Methods |
TSmodel.forecastCov | TS Extractor Specific Methods |