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marima (version 2.2)

Multivariate ARIMA and ARIMA-X Analysis

Description

Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).

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Version

Install

install.packages('marima')

Monthly Downloads

285

Version

2.2

License

GPL-2

Maintainer

Henrik Spliid

Last Published

January 14th, 2017

Functions in marima (2.2)

austr

Data set for testing marima package (australian killings)
arma.filter

arma.filter
lead.one

lead.one
arma.forecast

arma.forecast
define.dif

define.dif
inverse.form

inverse.form
check.one

check.one
define.model

define.model
forec.var

forec.var
define.sum

define.sum
print.marima

print.marima
pol.order

pol.order
pol.inv

pol.inv
marima

marima
rand.shock

rand.shock
pol.mul

pol.mul
short.form

short.form
season.lagging

season.lagging
Results

Results
marima.sim

marima.sim