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 |
explained.FAmodel | Calculate Explained Portion of Data |
explained.TSFmodel | Calculate Explained Portion of Data |
factorNames | Extract the Factors Names from an Object |
factorNames.EstEval | Extract the Factors Names from an Object |
factorNames.FAmodel | Extract the Factors Names from an Object |
factorNames.TSFfactors | Extract the Factors Names from an Object |
factors | Extract Time Series Factors from an Object |
factors.EstEval | Extract Time Series Factors from an Object |
factors.TSFmodel | Extract Time Series Factors from an Object |
FAfitStats | Summary Statistics for a TSFA Models |
FAfitStats.default | Summary Statistics for a TSFA Models |
FAfitStats.TSFmodel | Summary Statistics for a TSFA Models |
FAmodel | Construct a Factor Model |
FAmodel.default | Construct a Factor Model |
FAmodel.FAmodel | Construct a Factor Model |
LedermannBound | Ledermann Bound for Number of Indicators |
nfactors | Extract the Number of Factors from an Object |
nfactors.EstEval | Extract the Number of Factors from an Object |
nfactors.FAmodel | Extract the Number of Factors from an Object |
nfactors.TSFfactors | 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 |
TSFmodel.default | Construct a Time Series Factor Model |
TSFmodel.FAmodel | Construct a Time Series Factor Model |
TSFmodel.TSFmodel | Construct a Time Series Factor Model |