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sarima
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", "0.9.3")
Attach the package and use:
library("sarima")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-06
Latest Update: 2022-08-11
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 0.9.3, https://cran.r-project.org/web/packages/sarima
Previous versions and publish date:
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 (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
Functions, R codes and Examples using
the sarima R package
Some associated functions: ArmaModel-class . ArmaModel . ArmaSpectrum-class . FisherInformation-methods . InterceptSpec-class . SarimaModel-class . Spectrum-class . VirtualMonicFilter-class . acfGarchTest . acfIidTest . acfMaTest . ar2Pacf . arma_Q0Gardner . arma_Q0gnb . armaccf_xe . as.SarimaModel . autocorrelations-methods . autocorrelations . autocovariances-methods . coerce-methods . confint . filterCoef-methods . filterCoef . filterOrder-methods . filterPoly-methods . filterPolyCoef-methods . fun.forecast . isStationaryModel . modelCenter . modelCoef-methods . modelCoef . modelIntercept . modelOrder-methods . modelOrder . modelPoly-methods . modelPolyCoef-methods . nSeasons . nUnitRoots . nvarOfAcfKP . nvcovOfAcf . partialAutocorrelations-methods . periodogram . plot-methods . prepareSimSarima . rgarch1p1 . sarima-package . sarima.f . sarima . se . show-methods . sigmaSq . sim_sarima . spectrum . summary.SarimaModel . tsdiag.Sarima . whiteNoiseTest . xarmaFilter .
Some associated R codes: Kalman.R . RcppExports.R . arma_Q0dotdotstats.R . armacalc.R . autocovariances.R . filterClasses.R . fit.R . fitTools.R . generics.R . modelClasses.R . periodogram.R . predict.Sarima.R . sarima.R . utils.R . wrapKFAS.R . zzz.R . Full sarima package functions and examples
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