sarima (0.8.2)

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Simulation and Prediction with Seasonal ARIMA Models.

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.

Maintainer: Georgi N. Boshnakov
Author(s): Georgi N. Boshnakov [aut, cre], Jamie Halliday [aut]

License: GPL (>= 2)

Uses: dplyr, FitAR, FitARMA, FKF, Formula, KFAS, lagged, ltsa, numDeriv, PolynomF, Rcpp, Rdpack, fGarch, fImport, testthat
Reverse depends: pcts

Released about 1 month ago.

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