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marima  

Multivariate ARIMA and ARIMA-X Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("marima", "2.2")



Attach the package and use:
library("marima")
Maintained by
Henrik Spliid
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-04-03
Latest Update: 2017-01-14
Description:
Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).
How to cite:
Henrik Spliid (2016). marima: Multivariate ARIMA and ARIMA-X Analysis. R package version 2.2, https://cran.r-project.org/web/packages/marima. Accessed 18 Feb. 2025.
Previous versions and publish date:
1.3 (2016-04-03 00:26), 1.4 (2016-04-19 00:51), 1.5 (2016-06-08 17:14), 2.0 (2016-06-17 08:18), 2.1 (2016-08-29 18:29)
Other packages that cited marima R package
View marima citation profile
Other R packages that marima depends, imports, suggests or enhances
Complete documentation for marima
Functions, R codes and Examples using the marima R package
Some associated functions: C20 . Results . arma.filter . arma.forecast . austr . check.one . define.dif . define.model . define.sum . forec.var . inverse.form . lead.one . marima . marima.sim . pol.inv . pol.mul . pol.order . print.marima . rand.shock . season.lagging . short.form . 
Some associated R codes: Data.R . Data2.R . Lin.Results.R . arma.forecasting.R . defining.programs.R . marima.R . marima.sim.R . mat.polyn.R . print.marima.R .  Full marima package functions and examples
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