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arimasel  

Cartesian Product-Based ARIMA Model Identification and Selection
View on CRAN: Click here


Download and install arimasel package within the R console
Install from CRAN:
install.packages("arimasel")

Install from Github:
library("remotes")
install_github("cran/arimasel")

Install by package version:
library("remotes")
install_version("arimasel", "0.2.0")



Attach the package and use:
library("arimasel")
Maintained by
Olushina Olawale Awe
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-17
Latest Update: 2026-09-17
Description:
Provides an alternative algorithm for ARIMA and seasonal ARIMA model identification based on Cartesian products of user-supplied parameter sets. Rather than relying on ACF/PACF plots or stepwise search (as in auto.arima()), the package exhaustively evaluates every candidate (p,d,q)(P,D,Q)[m] combination in the requested index sets, ranks all converged models by AIC, AICc, BIC, and HQIC simultaneously, computes Akaike weights for model uncertainty quantification, supports exogenous regressors, produces ensemble forecasts, evaluates candidate models by rolling-origin (expanding window) cross-validation, and provides publication-quality diagnostic and comparison plots. A feature-based exploratory data analysis suite computes scale-free time series characteristics (trend and seasonal strength, spectral entropy, autocorrelation, lumpiness, stability) in the spirit of Hyndman, Wang and Laptev (2015), and a feature-guided automatic search narrows the Cartesian product model space before the exhaustive search runs. The algorithm is flexible, transparent, and widely applicable for quick, reproducible ARIMA model selection in both academic research and industry forecasting pipelines. Applications are demonstrated with Nigerian macroeconomic time series data.
How to cite:
Olushina Olawale Awe (2026). arimasel: Cartesian Product-Based ARIMA Model Identification and Selection. R package version 0.2.0, https://cran.r-project.org/web/packages/arimasel. Accessed 03 Oct. 2026.
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Maintainer: Lu Mao (view profile)

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