Package: sarima
Type: Package
Title: Simulation and Prediction with Seasonal ARIMA Models
Version: 0.9.2
Authors@R: c( person(given = c("Georgi", "N."), 
                     family = "Boshnakov", 
                     role = c("aut", "cre"), 
                     email = "georgi.boshnakov@manchester.ac.uk"), 
	      person(given = "Jamie", 
	             family = "Halliday", 
	             role = "aut", email = "jamie.halliday@manchester.ac.uk") )
Description: 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 <arXiv:2208.05055>, a paper on the methodology is being prepared).
    The suggested package 'FitARMA' can be installed with
    'remotes::install_github("cran/FitARMA")' if necessary but is no longer
    needed in normal use.
URL: https://geobosh.github.io/sarima/ (doc)
        https://github.com/GeoBosh/sarima (devel)
BugReports: https://github.com/GeoBosh/sarima/issues
Depends: R (>= 2.10), methods, stats4
Imports: graphics, stats, utils, PolynomF (>= 1.0-0), Formula, lagged
        (>= 0.2.1), Rcpp (>= 0.12.14), Rdpack, numDeriv, ltsa
Suggests: testthat, KFAS, FKF, FitARMA, fGarch, forecast
RdMacros: Rdpack
License: GPL (>= 2)
LazyLoad: yes
Collate: RcppExports.R utils.R generics.R filterClasses.R
        modelClasses.R sarima.R autocovariances.R armacalc.R fit.R
        wrapKFAS.R arma_Q0dotdotstats.R Kalman.R fitTools.R
        periodogram.R predict.Sarima.R zzz.R
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
NeedsCompilation: yes
Packaged: 2024-03-01 21:50:03 UTC; georgi
Author: Georgi N. Boshnakov [aut, cre],
  Jamie Halliday [aut]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Repository: CRAN
Date/Publication: 2024-03-01 23:30:02 UTC
Built: R 4.2.3; aarch64-apple-darwin20; 2024-03-03 22:43:36 UTC; unix
Archs: sarima.so.dSYM
