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]>
LicenseGPL-2
Version2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("marima")

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marima documentation built on May 30, 2017, 5:15 a.m.