Package: tfarima 0.3.2
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:
tfarima_0.3.2.tar.gz
tfarima_0.3.2.tar.gz(r-4.5-noble)tfarima_0.3.2.tar.gz(r-4.4-noble)
tfarima_0.3.2.tgz(r-4.4-emscripten)tfarima_0.3.2.tgz(r-4.3-emscripten)
tfarima.pdf |tfarima.html✨
tfarima/json (API)
# Install 'tfarima' in R: |
install.packages('tfarima', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gallegoj/tfarima/issues
- Wtelephone - Wisconsin Telephone Company
- rsales - Retail Sales of Variety Stores
- seriesC - Series C Chemical Process Temperature Readings: Every Minute.
- seriesJ - Gas furnace data
Last updated 3 years agofrom:ef641d440c. Checks:OK: 1 NOTE: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 01 2024 |
R-4.5-linux-x86_64 | NOTE | Dec 01 2024 |
Exports:as.lagpolas.umautocorrautocovbsmcalendarCalendarVardiagchkdisplayeasterfitfit2autocovideinterventionInterventionVarinvlagpolmodifynablanoiseoutlierDatesoutliersoutput.tfpccfphipi.weightspredict.tfmpredict.umprintLagpolprintLagpolListpsi.weightsrformrootsSsdummiesseasadjsetinputssformsignalsimsincosspecstdstsmsum_umtftfesttfmthetatsvalueucompumvarsel
Dependencies:latticenumDerivRcppRcppArmadillozoo