R package sarima: Simulation and Prediction with Seasonal ARIMA Models

Georgi N. Boshnakov

R package sarima: Simulation and Prediction with Seasonal ARIMA Models

Research output: Book/Report › Book

Abstract

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 and exogeneneous variables.

Original language	English
Publisher	CRAN (Comprehensive R Archive Network)
Publication status	Published - 16 Oct 2017

Keywords

software

Access to Document

https://CRAN.R-project.org/package=sarima

Cite this

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title = "R package sarima: Simulation and Prediction with Seasonal ARIMA Models",

abstract = "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 and exogeneneous variables.",

keywords = "software",

author = "Boshnakov, {Georgi N.}",

note = "R package version 0.5-5",

year = "2017",

month = oct,

day = "16",

language = "English",

publisher = "CRAN (Comprehensive R Archive Network)",

address = "United States",

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TY - BOOK

T1 - R package sarima

T2 - Simulation and Prediction with Seasonal ARIMA Models

AU - Boshnakov, Georgi N.

N1 - R package version 0.5-5

PY - 2017/10/16

Y1 - 2017/10/16

N2 - 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 and exogeneneous variables.

AB - 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 and exogeneneous variables.

KW - software

M3 - Book

BT - R package sarima

PB - CRAN (Comprehensive R Archive Network)

ER -

R package sarima: Simulation and Prediction with Seasonal ARIMA Models

Abstract

Keywords

Access to Document

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Cite this