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tfarima
View on CRAN: Click
here
Download and install tfarima package within the R console
Install from CRAN:
install.packages("tfarima")
Install from Github:
library("remotes")
install_github("cran/tfarima") Install by package version:
library("remotes")
install_version("tfarima", "0.4.1") Attach the package and use:
library("tfarima")
Maintained by
Jose L. Gallego
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-09
Latest Update: 2022-05-20
Description:
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>.
How to cite:
Jose L. Gallego (2020). tfarima: Transfer Function and ARIMA Models. R package version 0.4.1, https://cran.r-project.org/web/packages/tfarima. Accessed 26 Aug. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for tfarima
Functions, R codes and Examples using
the tfarima R package
Some associated functions: CalendarVar . InterventionVar . S . Wtelephone . as.lagpol . as.um . autocorr . autocov . bsm . calendar . ccf.tfm . coef.tfm . coef.um . diagchk . display . easter . fit . fit.stsm . fit2autocov . ide . intervention . inv . lagpol . logLik.um . modify . nabla . noise . outlierDates . outliers . output.tf . pccf . phi . pi.weights . predict.tfm . predict.um . printLagpol . printLagpolList . psi.weights . residuals.tfm . residuals.um . rform . roots.lagpol . roots . rsales . sdummies . seasadj . seriesC . seriesJ . setinputs . sform . signal . sim . sincos . spec . std . stsm . sum_um . summary.tfm . summary.um . tf . tfarima-package . tfest . tfm . theta . tsdiag.tfm . tsdiag.um . tsvalue . ucomp . um . varsel .
Some associated R codes: RcppExports.R . data.R . detvar.R . ide.R . lagpol.R . stsm.R . tf.R . tfarima-package.R . tfm.R . um.R . utils.R . Full tfarima package functions and examples
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