tfarima

0.4.1

Transfer Function and ARIMA Models

0packages depend

4.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Jose L. GallegoFirst published 2020-11-097 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tfarima", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("gallegoj/tfarima")

Development version from gallegoj/tfarima. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tfarima

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tfarima

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tfarima

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 8.0 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 417 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 92%
Documented parameters: 99%
Return-value docs: 90%
References docs: 18%

Downloads

4.1K

CRAN downloads in the past year

Rank #10,336 · ~11/day · ~345/mo

Releases R versions

Daily download trend is not available in this view yet.

29130 days

1K90 days

4.1K1 year

Compare downloads with other packages →

Also on428 r2u33 autocran39 c2d4u

Repository

GitHub ↗ gallegoj/tfarima

2Stars

0Forks

0Open issues

0Open PRs

0Releases

55Commits

2Contributors

55 commits · Last activity 2025-11-03

Stars over time

2024-11-10 · 22026-07-07 · 2

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/gallegoj/tfarima on 2026-07-30.

Continuous integration (1)

GitHub Actions

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (7)

RcppstatsMASSnumDeriv zoo nnls quadprog

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Jose L. Gallego

Author, Maintainer

Authors (1)

Jose L. Gallego

Author, Maintainer

Package Timeline

7 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.4.1Latest
2025-11-03 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.3.2
2022-05-20 · diff ↗
0.3.1
2022-05-06 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.2.1
2021-05-29 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.1.1
2020-11-14 · diff ↗
0.1.0
2020-11-11 · diff ↗
0.0.2
2020-11-09
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-11-09
Total releases: 7 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 5.4 KB / 5 files
Download size: 377 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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