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tfarima

Transfer Function and ARIMA Models

v0.4.1 · Nov 3, 2025 · GPL (>= 2)

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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CRAN Check Status

2 NOTE
12 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.1Mb
  sub-directories of 1Mb or more:
    libs   7.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  9.0Mb
  sub-directories of 1Mb or more:
    libs   7.9Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  9.1Mb
  sub-directories of 1Mb or more:
    libs   7.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  9.0Mb
  sub-directories of 1Mb or more:
    libs   7.9Mb

Dependency Network

Dependencies Reverse dependencies Rcpp MASS numDeriv zoo nnls quadprog tfarima

Version History

new 0.4.1 Mar 9, 2026