marima: Multivariate ARIMA and ARIMA-X Analysis

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

Getting started

Package details

AuthorHenrik Spliid
MaintainerHenrik Spliid <[email protected]>
Package repositoryView on CRAN
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marima documentation built on May 30, 2017, 5:15 a.m.