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.
| Version: | 0.8.2 |
| Depends: | R (≥ 2.10), FitAR, stats4 |
| Imports: | methods, graphics, stats, utils, PolynomF (≥ 1.0-0), Formula, ltsa, FitARMA, lagged (≥ 0.2.1), Rdpack, KFAS, FKF, Rcpp (≥ 0.12.14), numDeriv, dplyr |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | fGarch, fImport, testthat |
| Published: | 2020-03-02 |
| Author: | Georgi N. Boshnakov [aut, cre], Jamie Halliday [aut] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://github.com/GeoBosh/sarima/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/GeoBosh/sarima https://geobosh.github.io/sarima/ |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | sarima results |
| Reference manual: | sarima.pdf |
| Vignettes: |
Garch and white noise tests Autocorrelations and white noise tests |
| Package source: | sarima_0.8.2.tar.gz |
| Windows binaries: | r-devel: sarima_0.8.2.zip, r-release: sarima_0.8.2.zip, r-oldrel: sarima_0.8.2.zip |
| macOS binaries: | r-release: sarima_0.8.2.tgz, r-oldrel: sarima_0.8.2.tgz |
| Old sources: | sarima archive |
| Reverse depends: | pcts |
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