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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", "0.9.3")



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: 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)
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