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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.
Getting started
Browse package contents
Package details |
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| Author | Jose L. Gallego [aut, cre] |
| Maintainer | Jose L. Gallego <jose.gallego@unican.es> |
| License | GPL (>= 2) |
| Version | 0.4.1 |
| URL | https://github.com/gallegoj/tfarima |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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