sarima

Simulation and Prediction with Seasonal ARIMA Models

CRAN Package

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 doi:10.48550/arXiv.2208.05055, a paper on the methodology is being prepared).


Documentation


Team


Insights

Last 30 days

This package has been downloaded 1,159 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 29 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
76 downloadsMar 4, 2025
44 downloadsMar 5, 2025
37 downloadsMar 6, 2025
8 downloadsMar 7, 2025
67 downloadsMar 8, 2025
6 downloadsMar 9, 2025
32 downloadsMar 10, 2025
13 downloadsMar 11, 2025
13 downloadsMar 12, 2025
73 downloadsMar 13, 2025
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38 downloadsMar 15, 2025
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55 downloadsMar 19, 2025
38 downloadsMar 20, 2025
29 downloadsMar 21, 2025
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91 downloadsMar 24, 2025
28 downloadsMar 25, 2025
35 downloadsMar 26, 2025
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125 downloadsMar 28, 2025
4 downloadsMar 29, 2025
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18 downloadsMar 31, 2025
90 downloadsApr 1, 2025
29 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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125

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 16,136 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The day with the most downloads was Nov 11, 2024 with 137 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports7 packages
  • Suggests5 packages
  • Linking To2 packages
  • Reverse Imports1 package