• forecast

  • Referenced in 99 articles [sw04505]
  • state space models and automatic ARIMA modelling...
  • Forecast

  • Referenced in 71 articles [sw07972]
  • state space models and automatic ARIMA modelling...
  • StFinMetrics

  • Referenced in 33 articles [sw29976]
  • time series (including fractional ARIMA and GARCH); time series regression modelling and systems of regression...
  • PROC ARIMA

  • Referenced in 2 articles [sw12094]
  • autoregressive moving-average (ARMA) model. An ARIMA model predicts a value in a response time ... popularized by Box and Jenkins, and ARIMA models are often referred to as Box-Jenkins ... Tiao (1975). When an ARIMA model includes other time series as input variables, the model ... procedure supports seasonal, subset, and factored ARIMA models; intervention or interrupted time series models; multiple...
  • SSM

  • Referenced in 3 articles [sw24401]
  • Gaussian models, and various standard models such as ARIMA and structural time-series models ... selection and Hillmer-Tiao decomposition for ARIMA models. The software will provide a general toolbox...
  • fracdiff

  • Referenced in 6 articles [sw14688]
  • package fracdiff: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models. Maximum likelihood estimation ... parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics...
  • REGCMPNT

  • Referenced in 4 articles [sw24171]
  • REGCMPNT A Fortran Program for Regression Models with ARIMA Component Errors. RegComponent models are time ... terms that follow ARIMA (autoregressive-integrated-moving average) component time series models. Bell (2004) discusses...
  • SSMMATLAB

  • Referenced in 5 articles [sw15531]
  • VARMA models, and univariate structural or ARIMA model-based unobserved components models, into state space...
  • imputeTS

  • Referenced in 3 articles [sw20442]
  • Time Series models’, ’Kalman Smoothing on ARIMA models...
  • TSM

  • Referenced in 5 articles [sw09504]
  • will estimate and forecast ARIMA and ARFIMA models, several GARCH, FIGARCH, APARCH and EGARCH variants...
  • ECOTOOL

  • Referenced in 5 articles [sw12435]
  • validation and forecasting models based on time series analysis, among them, ARIMA, Exponential Smoothing, Unobserved...
  • aTSA

  • Referenced in 2 articles [sw30385]
  • fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most...
  • sarima

  • Referenced in 0 articles [sw18824]
  • sarima: Simulation and Prediction with Seasonal ARIMA Models. Functions, classes and methods for time series ... modelling with ARIMA and related models. The aim of the package is to provide consistent...
  • dse

  • Referenced in 4 articles [sw24866]
  • horizons. The ARMA model representation is general, so that VAR, VARX, ARIMA, ARMAX, ARIMAX ... obtained from the state space model, and state-space model reduction techniques are implemented...
  • ITSM2000

  • Referenced in 5 articles [sw16941]
  • logic and tools of time series model-building are developed in detail. Numerous exercises ... processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional...
  • predtoolsTS

  • Referenced in 1 article [sw32507]
  • bring together different predictive models to make comparatives. Features ARIMA and Data Mining Regression models...
  • tsdecomp

  • Referenced in 0 articles [sw18364]
  • tsdecomp. Decomposition of Time Series Data. ARIMA-model-based decomposition of quarterly and monthly time...
  • seasonal

  • Referenced in 0 articles [sw16292]
  • including X-11 and SEATS, automatic ARIMA model search, outlier detection and support for user...
  • arfima

  • Referenced in 1 article [sw28704]
  • package arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling. Simulates, fits, and predicts...