marima: Multivariate ARIMA and ARIMA-X Analysis

Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).

AuthorHenrik Spliid
Date of publication2017-01-14 00:59:20
MaintainerHenrik Spliid <hspl@dtu.dk>
LicenseGPL-2
Version2.2

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