# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "msarima" in publications use:' type: software license: GPL-3.0-only title: 'msarima: Multi-Seasonal ARIMA Models' version: 0.1.0 abstract: Fit, forecast and simulate autoregressive integrated moving average (ARIMA) models with more than one seasonal component, following Lisi and Grigoletto (2025) . Series observed at high frequency often display several seasonal cycles at once, such as the daily and the weekly pattern of hourly data, which a single seasonal ARIMA operator cannot represent. Estimation is performed by conditional maximum likelihood through numerical optimisation, with support for fixed coefficients and a constant term. Multi-seasonal Ljung-Box and Monti portmanteau tests, following Grigoletto and Lisi (2026) , seasonal correlograms, forecasts with prediction intervals, and simulation from a model specification or from a fitted model are also provided. authors: - family-names: Girolimetto given-names: Daniele email: daniele.girolimetto@unipd.it orcid: https://orcid.org/0000-0001-9387-1232 - family-names: Lisi given-names: Francesco email: francesco.lisi@unipd.it orcid: https://orcid.org/0000-0002-8749-8889 - family-names: Grigoletto given-names: Matteo email: matteo.grigoletto@unipd.it orcid: https://orcid.org/0000-0001-9881-2039 preferred-citation: type: manual title: 'msarima: Multi-Seasonal ARIMA Models' authors: - family-names: Girolimetto given-names: Daniele email: daniele.girolimetto@unipd.it orcid: https://orcid.org/0000-0001-9387-1232 - family-names: Lisi given-names: Francesco email: francesco.lisi@unipd.it orcid: https://orcid.org/0000-0002-8749-8889 - family-names: Grigoletto given-names: Matteo email: matteo.grigoletto@unipd.it orcid: https://orcid.org/0000-0001-9881-2039 year: '2026' notes: R package version 0.1.0 url: https://github.com/danigiro/msarima repository: https://cran.r-universe.dev repository-code: https://github.com/danigiro/msarima commit: 03a34141bccef08f2abc446d4c981a671d343133 url: https://danigiro.github.io/msarima/ date-released: '2026-11-12' contact: - family-names: Girolimetto given-names: Daniele email: daniele.girolimetto@unipd.it orcid: https://orcid.org/0000-0001-9387-1232 references: - type: article title: Multiple seasonal autoregressive integrated moving average models authors: - family-names: Lisi given-names: Francesco - family-names: Grigoletto given-names: Matteo journal: Journal of Forecasting publisher: name: Wiley year: '2025' volume: '44' issue: '6' doi: 10.1002/for.3283 start: '2037' end: '2052'