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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
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:

Please use the canonical form https://CRAN.R-project.org/package=marima to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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