tfarima

Last update 3 November 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.0.2, 0.1.0, 0.1.1, 0.2.1, 0.3.1, 0.3.2, 0.4.1

Description

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.

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