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tfarima

Transfer Function and ARIMA Models

Build customized transfer function and ARIMA models with multiple operators and parameter restrictions. Provides tools for model identification, estimation using exact or conditional maximum likelihood, diagnostic checking, automatic outlier detection, calendar effects, forecasting, and seasonal adjustment. The new version also supports unobserved component ARIMA model specification and estimation for structural time series analysis.

Versions across snapshots

VersionRepositoryFileSize
0.4.1 rolling linux/jammy R-4.5 tfarima_0.4.1.tar.gz 1.1 MiB
0.4.1 rolling linux/noble R-4.5 tfarima_0.4.1.tar.gz 1.1 MiB
0.4.1 rolling source/ R- tfarima_0.4.1.tar.gz 376.6 KiB
0.4.1 latest linux/jammy R-4.5 tfarima_0.4.1.tar.gz 1.1 MiB
0.4.1 latest linux/noble R-4.5 tfarima_0.4.1.tar.gz 1.1 MiB
0.4.1 latest source/ R- tfarima_0.4.1.tar.gz 376.6 KiB
0.4.1 2026-04-26 source/ R- tfarima_0.4.1.tar.gz 376.6 KiB
0.4.1 2026-04-23 source/ R- tfarima_0.4.1.tar.gz 376.6 KiB
0.4.1 2026-04-09 windows/windows R-4.5 tfarima_0.4.1.zip 1.5 MiB
0.3.2 2025-04-20 source/ R- tfarima_0.3.2.tar.gz 810.8 KiB

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