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 <doi:10.48550/arXiv.2208.05055>, a paper on the methodology is being prepared).
Version: 0.9.4 Depends: R (≥ 2.10), methods, stats4 Imports: graphics, stats, utils, PolynomF (≥ 1.0-0), Formula, lagged (≥ 0.2.1), Rcpp (≥ 0.12.14), Rdpack, numDeriv, ltsa LinkingTo: Rcpp, RcppArmadillo Suggests: testthat, KFAS, FKF, fGarch, forecast Published: 2025-03-18 DOI: 10.32614/CRAN.package.sarima 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://geobosh.github.io/sarima/ (doc) https://github.com/GeoBosh/sarima (devel) NeedsCompilation: yes Materials: README NEWS CRAN checks: sarima results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=sarima to link to this page.
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