{ "_id": "6a11c660acfb0bcc41d00802", "Package": "sarima", "Type": "Package", "Title": "Simulation and Prediction with Seasonal ARIMA Models", "Version": "0.9.5", "Authors@R": "c( person(given = c(\"Georgi\", \"N.\"), \nfamily = \"Boshnakov\",\nrole = c(\"aut\", \"cre\"),\nemail = \"georgi.boshnakov@manchester.ac.uk\",\ncomment = c(ORCID = \"0000-0003-2839-346X\")),\nperson(given = \"Jamie\",\nfamily = \"Halliday\",\nrole = \"aut\", email = \"jamie.halliday@manchester.ac.uk\") )", "Description": "Functions, classes and methods for time series modelling\nwith ARIMA and related models. The aim of the package is to\nprovide consistent interface for the user. For example, a\nsingle function autocorrelations() computes various kinds of\ntheoretical and sample autocorrelations. This is work in\nprogress, see the documentation and vignettes for the current\nfunctionality. Function sarima() fits extended multiplicative\nseasonal ARIMA models with trends, exogenous variables and\narbitrary roots on the unit circle, which can be fixed or\nestimated (for the algebraic basis for this see\n, a paper on the methodology is\nbeing prepared).", "URL": "https://geobosh.github.io/sarima/ (doc)\nhttps://github.com/GeoBosh/sarima (devel)", "BugReports": "https://github.com/GeoBosh/sarima/issues", "RdMacros": "Rdpack", "License": "GPL (>= 2)", "LazyLoad": "yes", "Collate": "RcppExports.R utils.R generics.R filterClasses.R\nmodelClasses.R sarima.R autocovariances.R armacalc.R fit.R\nwrapKFAS.R arma_Q0dotdotstats.R Kalman.R fitTools.R\nperiodogram.R predict.Sarima.R zzz.R", "RoxygenNote": "7.1.1", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-23 15:18:53 UTC", "User": "root" }, "Author": "Georgi N. Boshnakov [aut, cre] (ORCID:\n), Jamie Halliday [aut]", "Maintainer": "Georgi N. Boshnakov ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2025-12-16 06:52:44 UTC", "RemoteUrl": "https://github.com/cran/sarima", "RemoteRef": "HEAD", "RemoteSha": "7365853a0f88745bcca05994a752af79262293d3", "MD5sum": "1e625e0b84d59edd5a4c32da4a3e4393", "_user": "cran", "_type": "src", "_file": "sarima_0.9.5.tar.gz", "_fileid": "2a41312198b30bb46df5307f14c49803ea9623128dc8b115e118df8015408e01", "_filesize": 1382861, "_sha256": "2a41312198b30bb46df5307f14c49803ea9623128dc8b115e118df8015408e01", "_created": "2026-05-23T15:18:53.000Z", "_published": "2026-05-23T15:23:12.587Z", "_distro": "noble", "_jobs": [ { "job": 77530673831, "time": 193, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7177812885" }, { "job": 77530673829, "time": 189, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7177812641" }, { "job": 77530673839, "time": 197, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7177813272" }, { "job": 77530673828, "time": 199, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7177813558" }, { "job": 77530441356, "time": 254, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7177795500" }, { "job": 77530673815, "time": 116, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7177805756" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/26336283441", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/sarima", "_commit": { "id": "7365853a0f88745bcca05994a752af79262293d3", "author": "Georgi N. Boshnakov ", "committer": "cran-robot ", "message": "version 0.9.5\n", "time": 1765867964 }, "_maintainer": { "name": "Georgi N. 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] }, { "page": "acfGarchTest", "title": "Tests for weak white noise", "topics": [ "acfGarchTest", "acfWnTest" ] }, { "page": "acfIidTest", "title": "Carry out IID tests using sample autocorrelations", "topics": [ "acfIidTest", "acfIidTest,ANY-method", "acfIidTest,missing-method", "acfIidTest,SampleAutocorrelations-method", "acfIidTest-methods" ] }, { "page": "acfMaTest", "title": "Autocorrelation test for MA(q)", "topics": [ "acfMaTest" ] }, { "page": "arma_Q0Gardner", "title": "Computing the initial state covariance matrix of ARMA", "topics": [ "arma_Q0bis", "arma_Q0Gardner", "arma_Q0gnbR", "arma_Q0naive" ] }, { "page": "arma_Q0gnb", "title": "Compute the initial state covariance of ARMA model", "topics": [ "arma_Q0gnb" ] }, { "page": "armaccf_xe", "title": "Crosscovariances between an ARMA process and its innovations", "topics": [ "armaacf", "armaccf_xe" ] }, { "page": "ArmaModel", "title": "Create ARMA objects", "topics": [ "ArmaModel", "ArModel", "MaModel" ] }, { "page": "ArmaModel-class", "title": "Classes ArmaModel, ArModel and MaModel in package sarima", "topics": [ "ArmaModel-class", "ArModel-class", "MaModel-class" ] }, { "page": "ArmaSpectrum-class", "title": "Class '\"ArmaSpectrum\"'", "topics": [ "ArmaSpectrum-class", "plot,ArmaSpectrum,ANY-method", "plot.ArmaSpectrum", "print.ArmaSpectrum", "show,ArmaSpectrum-method" ] }, { "page": "as.SarimaModel", "title": "Convert S3 model objects to class SarimaModel", "topics": [ "as.SarimaModel", "as.SarimaModel.Arima" ] }, { "page": "autocorrelations", "title": "Compute autocorrelations and related quantities", "topics": [ "autocorrelations", "autocovariances", "backwardPartialCoefficients", "backwardPartialVariances", "partialAutocorrelations", "partialAutocovariances", "partialCoefficients", "partialVariances" ] }, { "page": "autocorrelations-methods", "title": "Methods for function autocorrelations()", "topics": [ "autocorrelations,ANY,ANY,ANY-method", "autocorrelations,ANY,ANY,missing-method", "autocorrelations,Autocorrelations,ANY,missing-method", "autocorrelations,Autocorrelations,missing,missing-method", "autocorrelations,Autocovariances,ANY,missing-method", "autocorrelations,PartialAutocorrelations,ANY,missing-method", "autocorrelations,PartialAutocovariances,ANY,missing-method", "autocorrelations,SamplePartialAutocorrelations,ANY,missing-method", "autocorrelations,SamplePartialAutocovariances,ANY,missing-method", "autocorrelations,VirtualArmaModel,ANY,missing-method", "autocorrelations,VirtualSarimaModel,ANY,missing-method", "autocorrelations-methods" ] }, { "page": "autocovariances-methods", "title": "Methods for function autocovariances()", "topics": [ "autocovariances,ANY,ANY-method", "autocovariances,Autocovariances,ANY-method", "autocovariances,Autocovariances,missing-method", "autocovariances,VirtualArmaModel,ANY-method", "autocovariances,VirtualAutocovariances,ANY-method", "autocovariances-methods" ] }, { "page": "coerce-methods", "title": "setAs methods in package sarima", "topics": [ "coerce,ANY,Autocorrelations-method", "coerce,ANY,ComboAutocorrelations-method", "coerce,ANY,ComboAutocovariances-method", "coerce,ANY,PartialAutocorrelations-method", "coerce,ANY,PartialAutocovariances-method", "coerce,ANY,PartialVariances-method", "coerce,ArmaSpec,list-method", "coerce,Autocorrelations,ComboAutocorrelations-method", "coerce,Autocorrelations,ComboAutocovariances-method", "coerce,Autocovariances,ComboAutocorrelations-method", "coerce,Autocovariances,ComboAutocovariances-method", "coerce,BJFilter,SPFilter-method", "coerce,numeric,BJFilter-method", "coerce,numeric,SPFilter-method", "coerce,PartialVariances,Autocorrelations-method", "coerce,PartialVariances,Autocovariances-method", "coerce,PartialVariances,ComboAutocorrelations-method", "coerce,PartialVariances,ComboAutocovariances-method", "coerce,SarimaFilter,ArmaFilter-method", "coerce,SarimaModel,list-method", "coerce,SPFilter,BJFilter-method", "coerce,vector,Autocorrelations-method", 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"filterCoef,VirtualMonicFilterSpec,missing-method", "filterCoef,VirtualSPFilter,character-method", "filterCoef-methods" ] }, { "page": "filterOrder-methods", "title": "Methods for function 'filterOrder' in package 'sarima'", "topics": [ "filterOrder,SarimaFilter-method", "filterOrder,VirtualArmaFilter-method", "filterOrder,VirtualMonicFilterSpec-method", "filterOrder-methods" ] }, { "page": "filterPoly-methods", "title": "Methods for 'filterPoly' in package 'sarima'", "topics": [ "filterPoly,BJFilter-method", "filterPoly,SarimaFilter-method", "filterPoly,SPFilter-method", "filterPoly,VirtualArmaFilter-method", "filterPoly,VirtualMonicFilterSpec-method", "filterPoly-methods" ] }, { "page": "filterPolyCoef-methods", "title": "Methods for filterPolyCoef", "topics": [ "filterPolyCoef,BJFilter-method", "filterPolyCoef,SarimaFilter-method", "filterPolyCoef,SPFilter-method", "filterPolyCoef,VirtualArmaFilter-method", "filterPolyCoef,VirtualBJFilter-method", "filterPolyCoef,VirtualSPFilter-method", "filterPolyCoef-methods" ] }, { "page": "FisherInformation-methods", "title": "Fisher information", "topics": [ "FisherInformation", "FisherInformation,ANY-method", "FisherInformation,ArmaModel-method", "FisherInformation,SarimaModel-method", "FisherInformation-methods", "FisherInformation.Arima" ] }, { "page": "fun.forecast", "title": "Forecasting functions for seasonal ARIMA models", "topics": [ "fun.forecast" ] }, { "page": "InterceptSpec-class", "title": "Class InterceptSpec", "topics": [ "InterceptSpec-class" ] }, { "page": "isStationaryModel", "title": "Check if a model is stationary", "topics": [ "isStationaryModel", "isStationaryModel,SarimaSpec-method", "isStationaryModel,VirtualIntegratedModel-method", "isStationaryModel,VirtualStationaryModel-method", "isStationaryModel-methods" ] }, { "page": "modelCenter", "title": "model center", "topics": [ "modelCenter", "modelCenter,InterceptSpec-method", "modelCenter-methods" ] }, { "page": "modelCoef", "title": "Get the coefficients of models", "topics": [ "modelCoef" ] }, { "page": "modelCoef-methods", "title": "Methods for generic function modelCoef", "topics": [ "modelCoef,ArmaModel,ArmaFilter,missing-method", "modelCoef,Autocorrelations,ComboAutocorrelations,missing-method", "modelCoef,Autocorrelations,PartialAutocorrelations,missing-method", "modelCoef,Autocovariances,Autocorrelations,missing-method", "modelCoef,Autocovariances,ComboAutocorrelations,missing-method", "modelCoef,Autocovariances,ComboAutocovariances,missing-method", "modelCoef,Autocovariances,PartialAutocorrelations,missing-method", "modelCoef,ComboAutocorrelations,Autocorrelations,missing-method", "modelCoef,ComboAutocorrelations,PartialAutocorrelations,missing-method", "modelCoef,ComboAutocovariances,Autocovariances,missing-method", "modelCoef,ComboAutocovariances,PartialAutocovariances,missing-method", "modelCoef,ComboAutocovariances,PartialVariances,missing-method", 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"modelCoef,VirtualFilterModel,SP,missing-method", "modelCoef-methods" ] }, { "page": "modelIntercept", "title": "Give the intercept parameter of a model", "topics": [ "modelIntercept", "modelIntercept,InterceptSpec-method", "modelIntercept-methods" ] }, { "page": "modelOrder", "title": "Get the model order and other properties of models", "topics": [ "modelOrder", "modelPoly", "modelPolyCoef" ] }, { "page": "modelOrder-methods", "title": "Get the order of a model", "topics": [ "modelOrder,ArmaModel,ArFilter-method", "modelOrder,ArmaModel,MaFilter-method", "modelOrder,SarimaModel,ArFilter-method", "modelOrder,SarimaModel,ArmaFilter-method", "modelOrder,SarimaModel,ArmaModel-method", "modelOrder,SarimaModel,ArModel-method", "modelOrder,SarimaModel,MaFilter-method", "modelOrder,SarimaModel,MaModel-method", "modelOrder,VirtualFilterModel,character-method", "modelOrder,VirtualFilterModel,missing-method", "modelOrder-methods" ] }, { "page": "modelPoly-methods", "title": "Get polynomials associated with SARIMA models", "topics": [ "modelPoly,SarimaModel,ArmaFilter-method", "modelPoly,VirtualFilterModel,character-method", "modelPoly,VirtualMonicFilter,missing-method", "modelPoly-methods" ] }, { "page": "modelPolyCoef-methods", "title": "Methods for modelPolyCoef", "topics": [ "modelPolyCoef,SarimaModel,ArmaFilter-method", "modelPolyCoef,VirtualFilterModel,character-method", "modelPolyCoef,VirtualMonicFilter,missing-method", "modelPolyCoef-methods" ] }, { "page": "nSeasons", "title": "Number of seasons", "topics": [ "nSeasons", "nSeasons,SarimaFilter-method", "nSeasons,VirtualArmaFilter-method", "nSeasons-methods" ] }, { "page": "nUnitRoots", "title": "Number of unit roots in a model", "topics": [ "nUnitRoots", "nUnitRoots,SarimaSpec-method", "nUnitRoots,VirtualStationaryModel-method", "nUnitRoots-methods" ] }, { "page": "nvarOfAcfKP", "title": "Compute variances of autocorrelations under ARCH-type hypothesis", "topics": [ "nvarOfAcfKP" ] }, { "page": "nvcovOfAcf", "title": "Covariances of sample autocorrelations", "topics": [ "acfOfSquaredArmaModel", "nvcovOfAcf", "nvcovOfAcfBD" ] }, { "page": "partialAutocorrelations-methods", "title": "Methods for function partialAutocorrelations", "topics": [ "partialAutocorrelations,ANY,ANY,ANY-method", "partialAutocorrelations,mts,ANY,missing-method", "partialAutocorrelations,PartialAutocovariances,ANY,missing-method", "partialAutocorrelations,ts,ANY,missing-method", "partialAutocorrelations-methods" ] }, { "page": "periodogram", "title": "Obtain the most important period lags of a time series according to a periodogram.", "topics": [ "periodogram" ] }, { "page": "plot-methods", "title": "Plot methods in package sarima", "topics": [ "plot,SampleAutocorrelations,matrix-method", "plot,SampleAutocorrelations,missing-method", "plot,SamplePartialAutocorrelations,missing-method", "plot-methods" ] }, { "page": "prepareSimSarima", "title": "Prepare SARIMA simulations", "topics": [ "prepareSimSarima", "print.simSarimaFun" ] }, { "page": "sarima", "title": "Fit extended SARIMA models", "topics": [ "sarima" ] }, { "page": "SarimaModel-class", "title": "Class SarimaModel in package sarima", "topics": [ "SarimaModel-class" ] }, { "page": "se", "title": "Compute standard errors", "topics": [ "se", "vcov", "vcov,SampleAutocorrelations-method" ] }, { "page": "sigmaSq", "title": "Get the innovation variance of models", "topics": [ "sigmaSq", "sigmaSq,InterceptSpec-method", "sigmaSq-methods" ] }, { "page": "sim_sarima", "title": "Simulate trajectories of seasonal arima models", "topics": [ "sim_sarima" ] }, { "page": "spectrum", "title": "Spectral Density", "topics": [ "print.genspec", "spec", "spectrum", "spectrum,ANY-method", "spectrum,ArmaModel-method", "spectrum,SarimaModel-method", "spectrum.Arima", "spectrum.ArmaModel", "spectrum.default", "spectrum.function", "spectrum.SarimaModel" ] }, { "page": "Spectrum-class", "title": "Class '\"Spectrum\"'", "topics": [ 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