Package: sarima Type: Package Title: Simulation and Prediction with Seasonal ARIMA Models Version: 0.9.3 Authors@R: c( person(given = c("Georgi", "N."), family = "Boshnakov", role = c("aut", "cre"), email = "georgi.boshnakov@manchester.ac.uk"), person(given = "Jamie", family = "Halliday", role = "aut", email = "jamie.halliday@manchester.ac.uk") ) Description: 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 , a paper on the methodology is being prepared). URL: https://geobosh.github.io/sarima/ (doc) https://github.com/GeoBosh/sarima (devel) BugReports: https://github.com/GeoBosh/sarima/issues Depends: R (>= 2.10), methods, stats4 Imports: graphics, stats, utils, PolynomF (>= 1.0-0), Formula, lagged (>= 0.2.1), Rcpp (>= 0.12.14), Rdpack, numDeriv, ltsa Suggests: testthat, KFAS, FKF, fGarch, forecast RdMacros: Rdpack License: GPL (>= 2) LazyLoad: yes Collate: RcppExports.R utils.R generics.R filterClasses.R modelClasses.R sarima.R autocovariances.R armacalc.R fit.R wrapKFAS.R arma_Q0dotdotstats.R Kalman.R fitTools.R periodogram.R predict.Sarima.R zzz.R LinkingTo: Rcpp, RcppArmadillo RoxygenNote: 7.1.1 NeedsCompilation: yes Repository: https://geobosh.r-universe.dev Date/Publication: 2024-03-26 19:33:31 UTC RemoteUrl: https://github.com/geobosh/sarima RemoteRef: HEAD RemoteSha: 59b8aec39899891ec9e128271161ffa0026e52c4 Packaged: 2026-06-24 03:53:06 UTC; root Author: Georgi N. Boshnakov [aut, cre], Jamie Halliday [aut] Maintainer: Georgi N. Boshnakov