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marima: Multivariate ARIMA and ARIMA-X Analysis
Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).
Getting started
Browse package contents
Package details |
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| Author | Henrik Spliid |
| Maintainer | Henrik Spliid <hspl@dtu.dk> |
| License | GPL-2 |
| Version | 2.2 |
| Package repository | View on CRAN |
| Installation |
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