.VAR                    (Fast) Barebones Vector-Autoregression
BM14_Models             Euro Area Macroeconomic Data from Banbura and
                        Modugno 2014
DFM                     Estimate a Dynamic Factor Model
FIS                     (Fast) Fixed-Interval Smoother (Kalman
                        Smoother)
ICr                     Information Criteria to Determine the Number of
                        Factors (r)
SKF                     (Fast) Stationary Kalman Filter
SKFS                    (Fast) Stationary Kalman Filter and Smoother
ainv                    Armadillo's Inverse Functions
as.data.frame.dfm       Extract Factor Estimates in a Data Frame
em_converged            Convergence Test for EM-Algorithm
plot.dfm                Plot DFM
predict.dfm             DFM Forecasts
residuals.dfm           DFM Residuals and Fitted Values
summary.dfm             DFM Summary Methods
tsnarmimp               Remove and Impute Missing Values in a
                        Multivariate Time Series
