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.
| Version: | 0.4-5 |
| Depends: | methods, stats4 |
| Imports: | PolynomF, ltsa, FitAR, FitARMA, portes, lagged |
| Suggests: | fGarch, fImport |
| Published: | 2017-05-23 |
| Author: | Georgi N. Boshnakov |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | sarima results |
| Reference manual: | sarima.pdf |
| Vignettes: |
Garch and white noise tests Autocorrelations and white noise tests |
| Package source: | sarima_0.4-5.tar.gz |
| Windows binaries: | r-devel: sarima_0.4-5.zip, r-release: sarima_0.4-5.zip, r-oldrel: sarima_0.4-5.zip |
| OS X El Capitan binaries: | r-release: sarima_0.4-5.tgz |
| OS X Mavericks binaries: | r-oldrel: sarima_0.4-5.tgz |
| Old sources: | sarima archive |
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