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.

Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>

Author(s): Georgi N. Boshnakov

Install package and any missing dependencies by running this line in your R console:

install.packages("sarima")

Depends methods, stats4
Imports PolynomF, ltsa, FitAR, FitARMA, portes, lagged(>=0.1-1), Rdpack
Suggests fGarch, fImport, testthat
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Package sarima
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Version 0.5-2
Published 2017-10-16
License GPL (>= 2)
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NeedsCompilation no
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Package source sarima_0.5-2.tar.gz