marima: Multivariate ARIMA and ARIMA-X Analysis

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

Version: 2.2
Published: 2017-01-14
DOI: 10.32614/CRAN.package.marima
Author: Henrik Spliid
Maintainer: Henrik Spliid <hspl at dtu.dk>
License: GPL-2
NeedsCompilation: no
CRAN checks: marima results

Documentation:

Reference manual: marima.pdf

Downloads:

Package source: marima_2.2.tar.gz
Windows binaries: r-devel: marima_2.2.zip, r-release: marima_2.2.zip, r-oldrel: marima_2.2.zip
macOS binaries: r-release (arm64): marima_2.2.tgz, r-oldrel (arm64): marima_2.2.tgz, r-release (x86_64): marima_2.2.tgz, r-oldrel (x86_64): marima_2.2.tgz
Old sources: marima archive

Linking:

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