sarima0.9.4 package

Simulation and Prediction with Seasonal ARIMA Models

acfGarchTest

Tests for weak white noise

acfIidTest

Carry out IID tests using sample autocorrelations

acfMaTest

Autocorrelation test for MA(q)

ar2Pacf

Convert AR parameters to parcor

arma_Q0Gardner

Computing the initial state covariance matrix of ARMA

arma_Q0gnb

Compute the initial state covariance of ARMA model

armaccf_xe

Crosscovariances between an ARMA process and its innovations

ArmaModel-class

Classes ArmaModel, ArModel and MaModel in package sarima

ArmaModel

Create ARMA objects

ArmaSpectrum-class

Class "ArmaSpectrum"

as.SarimaModel

Convert S3 model objects to class SarimaModel

autocorrelations-methods

Methods for function autocorrelations()

autocorrelations

Compute autocorrelations and related quantities

autocovariances-methods

Methods for function autocovariances()

coerce-methods

setAs methods in package sarima

confint

Confidence and acceptance intervals in package sarima

filterCoef-methods

Methods for filterCoef()

filterCoef

Coefficients and other basic properties of filters

filterOrder-methods

Methods for function filterOrder in package sarima

filterPoly-methods

Methods for filterPoly in package sarima

filterPolyCoef-methods

Methods for filterPolyCoef

FisherInformation-methods

Fisher information

fun.forecast

Forecasting functions for seasonal ARIMA models

InterceptSpec-class

Class InterceptSpec

isStationaryModel

Check if a model is stationary

modelCenter

model center

modelCoef-methods

Methods for generic function modelCoef

modelCoef

Get the coefficients of models

modelIntercept

Give the intercept parameter of a model

modelOrder-methods

Get the order of a model

modelOrder

Get the model order and other properties of models

modelPoly-methods

Get polynomials associated with SARIMA models

modelPolyCoef-methods

Methods for modelPolyCoef

nSeasons

Number of seasons

nUnitRoots

Number of unit roots in a model

nvarOfAcfKP

Compute variances of autocorrelations under ARCH-type hypothesis

nvcovOfAcf

Covariances of sample autocorrelations

partialAutocorrelations-methods

Methods for function partialAutocorrelations

periodogram

Obtain the most important period lags of a time series according to a ...

plot-methods

Plot methods in package sarima

prepareSimSarima

Prepare SARIMA simulations

rgarch1p1

Simulate GARCH(1,1) models

sarima-package

Package sarima pd <- packageDescription("sarima") lb <- library(help...

sarima.f

Function used internally to compute forecasts

sarima

Fit extended SARIMA models

SarimaModel-class

Class SarimaModel in package sarima

se

Compute standard errors

show-methods

Methods for show in package sarima

sigmaSq

Get the innovation variance of models

sim_sarima

Simulate trajectories of seasonal arima models

Spectrum-class

Class "Spectrum"

spectrum

Spectral Density

summary.SarimaModel

Methods for summary in package sarima

tsdiag.Sarima

Diagnostic Plots for fitted seasonal ARIMA models

VirtualMonicFilter-class

Undocumented classes in package sarima

whiteNoiseTest

White noise tests

xarmaFilter

Applies an extended ARMA filter to a time series

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 <doi:10.48550/arXiv.2208.05055>, a paper on the methodology is being prepared).

  • Maintainer: Georgi N. Boshnakov
  • License: GPL (>= 2)
  • Last published: 2025-03-18