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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", "0.3.2")



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 0.3.2, https://cran.r-project.org/web/packages/tfarima. Accessed 22 Dec. 2024.
Previous versions and publish date:
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)
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
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