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>, Thompson and Tiao (1970) <>.

Version: 0.1.1
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.0), stats, numDeriv, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2020-11-14
Author: Jose L. Gallego [aut, cre]
Maintainer: Jose L. Gallego <jose.gallego at>
License: GPL-2
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: tfarima results


Reference manual: tfarima.pdf
Vignettes: Transfer Function and ARIMA Models
Package source: tfarima_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: tfarima_0.1.1.tgz, r-oldrel: tfarima_0.1.1.tgz
Old sources: tfarima archive


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