Man pages for tfarima
Transfer Function and ARIMA Models

add_umAddition or substraction of univariate (ARIMA) models
AIC.ssmAIC for fitted state space models
AIC.tfmAIC and BIC for Transfer Function Models
airlineAirline Model (SARIMA(0,1,1)x(0,1,1)s)
as.lagpolLag polynomial converter
as.ssmStructural form for an ARIMA model
as.ucarimaGeneric function for coercion to class "ucarima"
as.ucarima.umCoerce a Univariate Model to UCARIMA form
as.umConvert 'arima' into 'um'.
autocorrTheoretical simple/partial autocorrelations of an ARMA model
autocovTheoretical autocovariances of an ARMA model
autocov2MAConvert autocovariances to MA parameters
BuildingMatMonthly Retail Sales: Building Material and Supplies Dealers...
calendarCalendar effects
CalendarVarCalendar variables
ccf.tfmCross-correlation check
coef.tfmCoefficients of a Transfer Function Model
coef.ucmExtract coefficients from UCM objects
coef.umCoefficients of a univariate model
cwfactCramer-Wold Factorization
decompUnobserved components decomposition
diagchkDiagnostic checking
diagchk.tfmDiagnostic Checking for Transfer Function Models
displayGraphs for ARMA models
easterEaster effect
equationEquation of ucarima model
factorizeFactorized form of a univariate ARIMA model
factorsLag polynomial factorization
fitEstimation of the ARIMA model
fit.tfmFit a Transfer Function Model
fit.ucarimaEstimation of UCARIMA models
ideIdentification plots
init_kfInitialization of Kalman filter
interventionIntervention analysis/Outlier treatment
InterventionVarIntervention variables
invInverse of a lag polynomial
irfImpulse response function
kfKalman filter for SS models
ksKalman smoother for SS models
lagpolLag polynomials
lagpol0Create lag polynomial objects
logLik.ssmLog-likelihood of a SS model
logLik.tfmLog-Likelihood of Transfer Function Model
logLik.umLog-likelihood of an ARIMA model
modifyModifying a TF or an ARIMA model
nablaUnscramble I polynomial
noiseExtract Noise Component from Transfer Function Model
outlierDatesOutlier dates
outliersOutliers detection at known/unknown dates
outputOutput of a transfer function or a transfer function model
pccfPrewhitened cross correlation function
phiUnscramble AR polynomial
pi.weightsPi weights of an AR(I)MA model
polyderivEvalREvaluate the k-th derivative of a polynomial at point z
predict.ssmPredict method for state space models
predict.tfPredict transfer function
predict.tfmForecast Transfer Function Model
predict.umForecasts from an ARIMA model
printPrint method for transfer function objects
print.lagpolPrint Method for Lag Polynomial Objects
printLagpolPrint non-normalized polynomial as a lag polynomial
printLagpolListPrints a list of 'lagpol' objects.
print.ssmPrint method for 'ssm' objects
print.summary.ssmPrint summary of fitted state space model
print.summary.tfmPrint Summary of Transfer Function Model
print.summary.umPrint Summary of Univariate Model
print.tfmPrint Transfer Function Model
print.ucPrint method for unobserved components
psi.weightsPsi weights of an AR(I)MA model
residuals.ssmResiduals of fitted state space models
residuals.tfmExtract Residuals from Transfer Function Model
residuals.ucarimaResiduals of fitted UCARIMA models
residuals.umResiduals of the ARIMA model
rootsRoots of lag polynomials
roots2lagpolLag polynomial from roots
rsalesRetail Sales of Variety Stores (U.S. Bureau of the Census)
SAnnual (rolling) sum
sdummiesSeasonal dummies
seasadjSeasonal adjustment
seriesCSeries C Chemical Process Temperature Readings: Every Minute.
seriesJGas furnace data
setinputsAdd or Replace Inputs in Models
signalSignal component of a TF model
simSimulate Time Series from ARIMA or Transfer Function Models
sincosTrigonometric variables
specSpectrum of an ARMA model
ssmTime Invariant State Space Model
stdStandardize time series
summary.ssmSummary of fitted state space model
summary.tfmSummarize Transfer Function Model
summary.umSummary of um model
tfTransfer function for input
tfarima-packageTransfer Function and ARIMA Models
tfestHelper function to create a tf object
tfmTransfer Function Model Constructor
thetaUnscramble MA polynomial
tsdiag.tfmDiagnostic Plots for Time-Series Fits Description
tsdiag.umDiagnostic Plots for Time-Series Fits Description
tsvalueExtract time series value by date
ucUnobservable components
uc0Unobservable components (UC) for structural time series...
ucarimaUnobserved components ARIMA models
ucmUnobserved Components Time Series Models
umUnivariate (ARIMA) model
unitcircleUnit circle
varselVariable selection
wkfilterWiener-Kolmogorov filter
wold.polWold polynomial
WtelephoneWisconsin Telephone Company
tfarima documentation built on Nov. 5, 2025, 7:43 p.m.