Other packages > Find by keyword >

tfarima  

Transfer Function and ARIMA Models
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]
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 04 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:12), 0.0.2 (2020-11-09 11:20), 0.1.0 (2020-11-11 00:00), 0.1.1 (2020-11-14 14:00), 0.2.1 (2021-05-29 19:40), 0.3.1 (2022-05-06 09:10), 0.3.2 (2022-05-20 12:50)
Other packages that cited tfarima R package
View tfarima citation profile
Other R packages that tfarima depends, 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
ggconf  
Simpler Appearance Modification of "ggplot2"
A flexible interface for ggplot2theme potentially saving 50 of your typing. ...
Download / Learn more Package Citations See dependency  
GLMMadaptive  
Generalized Linear Mixed Models using Adaptive Gaussian Quadrature
Fits generalized linear mixed models for a single grouping factor under maximum likelihood approxim ...
Download / Learn more Package Citations See dependency  
rCMA  
R-to-Java Interface for 'CMA-ES'
Tool for providing access to the Java version 'CMAEvolutionStrategy' of Nikolaus Hansen. 'CMA-ES' i ...
Download / Learn more Package Citations See dependency  
sValues  
Measures of Sturdiness of Regression Coefficients
Implements the s-values proposed by Ed. Leamer. It provides a context-minimal approach for sensitivi ...
Download / Learn more Package Citations See dependency  
epigraphdb  
Interface Package for the 'EpiGraphDB' Platform
The interface package to access data from the 'EpiGraphDB' platform. It p ...
Download / Learn more Package Citations See dependency  
Maintainer: Yi Liu (view profile)

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA