Package: tfarima 0.3.6

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>.

Authors:Jose L. Gallego [aut, cre]

tfarima_0.3.6.tar.gz
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tfarima.pdf |tfarima.html✨
tfarima/json (API)

Peer review:

Bug tracker:https://github.com/gallegoj/tfarima/issues

On CRAN:

67 exports 1 stars 0.84 score 6 dependencies 6 scripts 237 downloads

Last updated 6 months agofrom:2fa8ee0b81. Checks:OK: 1 ERROR: 8. Indexed: yes.

Exports:add.umaltformas.lagpolas.umautocorrautocovautocov2MAbsmcalendarCalendarVarcommon.factorsdiagchkdisplayeasterequationfactorsfitideikfinitinterventionInterventionVarinvkfkslagpolmodifymsxnablanoiseoutlierDatesoutliersoutput.tfpccfphipi.weightspredict.tfmpredict.umprintLagpolprintLagpolListpsi.weightsrestr.lagpolrformrootsroots2lagpolSsdummiesseasadjsetinputssformsignalsimsincosspecstdstsmtftfesttfmthetatsvalueucompumunitcirclevarselwkfilterwold.pol

Dependencies:latticeMASSnumDerivRcppRcppArmadillozoo