Package: marima 2.2
Henrik Spliid
marima: Multivariate ARIMA and ARIMA-X Analysis
Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).
Authors:
marima_2.2.tar.gz
marima_2.2.tar.gz(r-4.5-noble)marima_2.2.tar.gz(r-4.4-noble)
marima_2.2.tgz(r-4.4-emscripten)marima_2.2.tgz(r-4.3-emscripten)
marima.pdf |marima.html✨
marima/json (API)
| # Install 'marima' in R: |
| install.packages('marima', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:9985537297. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 31 2024 |
| R-4.5-linux | NOTE | Aug 31 2024 |
Exports:arma.filterarma.forecastcheck.onedefine.difdefine.modeldefine.suminverse.formlead.onemarimamarima.simpol.invpol.mulpol.orderrand.shockResultsseason.laggingshort.form
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| arma.filter | arma.filter |
| arma.forecast | arma.forecast |
| Data set for testing marima package (australian killings) | austr |
| Data set for testing marima package (Copenhagen Stocks) | C20 |
| check.one | check.one |
| define.dif | define.dif |
| define.model | define.model |
| define.sum | define.sum |
| forec.var | forec.var |
| inverse.form | inverse.form |
| lead.one | lead.one |
| marima | marima |
| marima.sim | marima.sim |
| pol.inv | pol.inv |
| pol.mul | pol.mul |
| pol.order | pol.order |
| print.marima | print.marima |
| rand.shock | rand.shock |
| Results | Results |
| season.lagging | season.lagging |
| short.form | short.form |