sarima

swMATH18824CRANsarimaMaRDI QIDQ30655

Simulation and Prediction with Seasonal ARIMA Models

Jamie Halliday, Georgi N. Boshnakov

Last update: 11 August 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.9.1

Source code repository: https://github.com/cran/sarima

Cites work

• Partial autocorrelation parameterisation of models with unit roots on the unit circle

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