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tfarima: Transfer Function and ARIMA Models

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Version: 0.3.2
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.0), stats, numDeriv, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2022-05-20
DOI: 10.32614/CRAN.package.tfarima
Author: Jose L. Gallego [aut, cre]
Maintainer: Jose L. Gallego <jose.gallego at unican.es>
License: GPL-2
URL: https://github.com/gallegoj/tfarima
NeedsCompilation: yes
Materials: README
In views: TimeSeries
CRAN checks: tfarima results

Documentation:

Reference manual: tfarima.pdf
Vignettes: Transfer Function and ARIMA Models

Downloads:

Package source: tfarima_0.3.2.tar.gz
Windows binaries: r-devel: tfarima_0.3.2.zip, r-release: tfarima_0.3.2.zip, r-oldrel: tfarima_0.3.2.zip
macOS binaries: r-release (arm64): tfarima_0.3.2.tgz, r-oldrel (arm64): tfarima_0.3.2.tgz, r-release (x86_64): tfarima_0.3.2.tgz, r-oldrel (x86_64): tfarima_0.3.2.tgz
Old sources: tfarima archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tfarima to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.