sarima (Q30655)
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Simulation and Prediction with Seasonal ARIMA Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | sarima |
Simulation and Prediction with Seasonal ARIMA Models |
Statements
expanded from: GPL (≥ 2) (English)
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Jamie Halliday
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16 December 2025
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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).
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