Package: tfarima
Type: Package
Title: Transfer Function and ARIMA Models
Version: 0.3.2
Date: 2022-05-20
Authors@R: person("Jose L.", "Gallego", email = "jose.gallego@unican.es",
  role = c("aut", "cre"))
Description: 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>.
Author: Jose L. Gallego [aut, cre]
Maintainer: Jose L. Gallego <jose.gallego@unican.es>
URL: https://github.com/gallegoj/tfarima
License: GPL-2
Imports: Rcpp (>= 1.0.0), stats, numDeriv, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.2
Depends: R (>= 2.10)
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2022-05-20 10:19:15 UTC; jose
Repository: CRAN
Date/Publication: 2022-05-20 10:50:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2025-10-29 17:48:14 UTC; windows
Archs: x64
