marima: Multivariate ARIMA and ARIMA-X Analysis

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

Author
Henrik Spliid
Date of publication
2016-08-29 18:29:07
Maintainer
Henrik Spliid <hspl@dtu.dk>
License
GPL-2
Version
2.1

View on CRAN

Man pages

arma.filter
arma.,er
arma.forecast
arma.forecast
austr
Data set for testing marima package (australian killings)
C20
Data set for testing marima package (Copenhagen Stocks)
check.one
check.one
define.dif
define.dif
define.model
define.model
define.sum
define.sum
forec.var
forec.var
inverse.form
inverse.form
lead.one
lead.one
marima
marima
marima.sim
marima.sim
pol.inv
pol.inv
pol.mul
pol.mul
pol.order
pol.order
print.marima
print.marima
rand.shock
rand.shock
season.lagging
season.lagging
short.form
short.form

Files in this package

marima
marima/inst
marima/inst/doc
marima/inst/doc/marima.use.pdf
marima/NAMESPACE
marima/data
marima/data/C20.rda
marima/data/austr.rda
marima/R
marima/R/print.marima.R
marima/R/Data.R
marima/R/marima.R
marima/R/arma.forecasting.R
marima/R/marima.sim.R
marima/R/Data2.R
marima/R/mat.polyn.R
marima/R/defining.programs.R
marima/MD5
marima/DESCRIPTION
marima/man
marima/man/lead.one.Rd
marima/man/define.sum.Rd
marima/man/forec.var.Rd
marima/man/arma.forecast.Rd
marima/man/pol.inv.Rd
marima/man/check.one.Rd
marima/man/season.lagging.Rd
marima/man/short.form.Rd
marima/man/austr.Rd
marima/man/define.dif.Rd
marima/man/marima.Rd
marima/man/pol.mul.Rd
marima/man/arma.filter.Rd
marima/man/C20.Rd
marima/man/inverse.form.Rd
marima/man/print.marima.Rd
marima/man/pol.order.Rd
marima/man/rand.shock.Rd
marima/man/define.model.Rd
marima/man/marima.sim.Rd