tsorder (R)

Thin extendr shell over the dependency-free Rust core tsorder-core (no statistical logic lives here — D-01). See the package site and the project page.

# from the repository checkout (needs Rust >= 1.81):
# install.packages("rextendr"); rextendr::document("bindings/r")
devtools::install("bindings/r")

library(tsorder)
x <- arima.sim(list(ar = c(1.2, -0.6)), 400)

fit <- order_select(x)          # PACF-clip, the default
fit$order
ggplot2::autoplot(fit)

ic_order(x, "bic")$order        # classical criteria
svc_order(x)$order              # McMillan degree (robust to observation noise)
integration_order(cumsum(x))$d  # how many differences

Cross-validated against R itself in the test suite: the Levinson PACF matches stats::ar.yw to 1e-10, qn() matches robustbase::Qn to 1e-12, and eacf() matches TSA::eacf digit for digit.