sarima: Simulation and Prediction with Seasonal ARIMA Models

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: 0.5-2
Depends: methods, stats4
Imports: PolynomF, ltsa, FitAR, FitARMA, portes, lagged (≥ 0.1-1), Rdpack
Suggests: fGarch, fImport, testthat
Published: 2017-10-16
Author: Georgi N. Boshnakov
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at>
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_0.5-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: sarima_0.5-2.tgz
OS X Mavericks binaries: r-oldrel: sarima_0.5-2.tgz
Old sources: sarima archive


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