• forecast

  • Referenced in 92 articles [sw04505]
  • smoothing via state space models and automatic ARIMA modelling...
  • Forecast

  • Referenced in 66 articles [sw07972]
  • smoothing via state space models and automatic ARIMA modelling...
  • StFinMetrics

  • Referenced in 32 articles [sw29976]
  • long memory time series (including fractional ARIMA and GARCH); time series regression modelling and systems...
  • 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]
  • Fortran Program for Regression Models with ARIMA Component Errors. RegComponent models are time series models ... mean functions and error terms that follow ARIMA (autoregressive-integrated-moving average) component time series...
  • PROC ARIMA

  • Referenced in 2 articles [sw12094]
  • ARIMA procedure analyzes and forecasts equally spaced univariate time series data, transfer function data ... using the autoregressive integrated moving-average (ARIMA) or autoregressive moving-average (ARMA) model. An ARIMA ... past values of other time series. The ARIMA approach was first popularized ... Jenkins, and ARIMA models are often referred to as Box-Jenkins models. The general transfer...
  • TSM

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

  • Referenced in 5 articles [sw12435]
  • based on time series analysis, among them, ARIMA, Exponential Smoothing, Unobserved Components, ARX, ARMAX, Transfer...
  • SSMMATLAB

  • Referenced in 5 articles [sw15531]
  • cointegrated VARMA models, and univariate structural or ARIMA model-based unobserved components models, into state...
  • ITSM2000

  • Referenced in 5 articles [sw16941]
  • book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models...
  • SSM

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

  • Referenced in 4 articles [sw24866]
  • representation is general, so that VAR, VARX, ARIMA, ARMAX, ARIMAX can all be considered...
  • RP-Tree

  • Referenced in 3 articles [sw18882]
  • than modified versions of FP-Growth and ARIMA, and discovers...
  • imputeTS

  • Referenced in 3 articles [sw20442]
  • Structural Time Series models’, ’Kalman Smoothing on ARIMA models...
  • x12

  • Referenced in 1 article [sw24271]
  • package x12: Interface to ’X12-ARIMA’/’X13-ARIMA-SEATS’ and Structure for Batch Processing ... Seasonal Adjustment. The ’X13-ARIMA-SEATS’ methodology and software is a widely ... from ’R’ with this package and ’X13-ARIMA-SEATS’ binaries are provided...
  • MHTS

  • Referenced in 1 article [sw32816]
  • easy to use. This package features ARIMA, seasonal ARIMA, subset ARIMA all with optional...
  • aTSA

  • Referenced in 1 article [sw30385]
  • fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most ... which are the same statements in PROC ARIMA...
  • AS 182

  • Referenced in 1 article [sw03858]
  • Algorithm AS 182. Finite sample prediction from ARIMA processes...
  • arfima

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