sarima: Simulation and Prediction with Seasonal ARIMA Models

Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.

Package details

AuthorGeorgi N. Boshnakov [aut, cre], Jamie Halliday [ctb]
MaintainerGeorgi N. Boshnakov <[email protected]>
LicenseGPL (>= 2)
Version0.7.6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sarima")

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sarima documentation built on Aug. 23, 2018, 9:03 a.m.