sarima
Simulation and Prediction with Seasonal ARIMA Models
Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated (for the algebraic basis for this see
- Version0.9.3
- R version≥ 2.10 methods
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release03/26/2024
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Team
Georgi N. Boshnakov
Jamie Halliday
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- Depends2 packages
- Imports9 packages
- Suggests5 packages
- Linking To2 packages
- Reverse Imports1 package