Time Series Factor Analysis


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Documentation for package ‘tsfa’ version 2009.02-1

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tsfa-package Time Series Factor Analysis (TSFA)
00.tsfa.Intro Time Series Factor Analysis (TSFA)
checkResiduals.TSFmodel Check Time Series Idiosyncratic Component
distribution.factorsEstEval Distribution of Time Series Factors Estimates
estFAmodel Estimate a Factor Model
estTSF.ML Estimate Time Series Factor Model
estTSFmodel 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
FAmodel Construct a Factor Model
LedermannBound Ledermann Bound for Number of Indicators
nfactors Extract the Number of Factors from an Object
predict.FAmodel Predict Factor Scores from an Object.
predict.TSFmodel Predict Factor Scores from an Object.
print.summary.FAmodel summary.TSFmodel Method for Base Generic
print.summary.TSFmodel summary.TSFmodel Method for Base Generic
print.summary.TSFmodelEstEval summary.TSFmodel Method for Base Generic
seriesNames.TSFmodel Extract the Factors Names from an Object
simulate.TSFmodel Simulate a Time Series Factor Model
summary.FAmodel summary.TSFmodel Method for Base Generic
summary.TSFmodel summary.TSFmodel Method for Base Generic
summary.TSFmodelEstEval summary.TSFmodel Method for Base Generic
tsfa.Intro Time Series Factor Analysis (TSFA)
TSFmodel Construct a Time Series Factor Model