R: Linear Innovations State Space Unobserved Components Model

# Linear Innovations State Space Unobserved Components Model

## Documentation for package ‘tsissm’ version 1.0.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## 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