Other packages > Find by keyword >

sarima  

Simulation and Prediction with Seasonal ARIMA Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sarima", "0.9.5")



Attach the package and use:
library("sarima")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-06
Latest Update: 2025-03-18
Description:
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 (for the algebraic basis for this see , a paper on the methodology is being prepared).
How to cite:
Georgi N. Boshnakov (2017). sarima: Simulation and Prediction with Seasonal ARIMA Models. R package version 0.9.5, https://cran.r-project.org/web/packages/sarima. Accessed 07 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:01), 0.4-3 (2017-02-06 17:38), 0.4-5 (2017-05-23 05:44), 0.5-2 (2017-10-16 14:46), 0.7.2 (2018-07-09 12:30), 0.7.3 (2018-07-12 16:00), 0.7.6 (2018-08-23 06:50), 0.8.0 (2019-04-14 01:22), 0.8.1 (2019-05-13 01:30), 0.8.2 (2020-03-02 11:30), 0.8.4 (2020-09-29 12:00), 0.8.5 (2021-08-20 10:10), 0.8.6 (2022-01-22 13:22), 0.9.1 (2022-08-11 12:40), 0.9.2 (2024-03-02 00:30), 0.9.3 (2024-03-26 20:20), 0.9.4 (2025-03-18 16:20), 0.9 (2022-02-24 12:00)
Other packages that cited sarima R package
View sarima citation profile
Other R packages that sarima depends, imports, suggests or enhances
Complete documentation for sarima
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

splm  
Econometric Models for Spatial Panel Data
ML and GM estimation and diagnostic testing of econometric models for spatial panel data. ...
Download / Learn more Package Citations See dependency  
blandr  
Bland-Altman Method Comparison
Carries out Bland Altman analyses (also known as a Tukey mean-difference plot) as described by JM B ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
plaqr  
Partially Linear Additive Quantile Regression
Estimation, prediction, thresholding, transformation, and plotting for partially linear additive qua ...
Download / Learn more Package Citations See dependency  
skewlmm  
Scale Mixture of Skew-Normal Linear Mixed Models
It fits scale mixture of skew-normal linear mixed models using an expectation–maximization (EM) ty ...
Download / Learn more Package Citations See dependency  
ggTimeSeries  
Time Series Visualisations Using the Grammar of Graphics
Provides additional display mediums for time series visualisations. ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA