Data

Tools

Indexes

Applications

Experiments

Open Source Science

sarima

Time series modelling with extended regression SARIMA models

https://github.com/geobosh/sarima

Science Score: 36.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ✓
    Committers with academic emails
    1 of 2 committers (50.0%) from academic institutions
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (15.0%) to scientific vocabulary

Keywords

arima kalman-filter r r-package reg-sarima sarima sarimax seasonal time-series xarima
Last synced: 9 months ago · JSON representation

Repository

Time series modelling with extended regression SARIMA models

Basic Info
Statistics
  • Stars: 3
  • Watchers: 1
  • Forks: 3
  • Open Issues: 2
  • Releases: 0
Topics
arima kalman-filter r r-package reg-sarima sarima sarimax seasonal time-series xarima
Created almost 8 years ago · Last pushed about 2 years ago
Metadata Files
Readme Changelog

README.md

CRANStatusBadge CRAN RStudio mirror downloads CRAN RStudio mirror downloads R-CMD-check Codecov test coverage <!-- badges: end -->

'sarima' is an R package for time series modelling.

Installing sarima

Install the latest stable version of sarima from CRAN:

install.packages("sarima")

You can install the development version of sarima from Github:

remotes::install_github("GeoBosh/sarima")

Overview

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.

Reference manuals and vignettes are available as usual from running R sessions. For example, this shows the available vignettes:

vignette(package = "sarima") # which vignettes are available?

These commands open the vignettes (the names are taken from the output of the command above):

vignette("white_noise_tests", package = "sarima")
vignette("garch_tests_example", package = "sarima")

Alternatively, here are some links to online versions of the documentation:

The documentation is incomplete and some features are unfinished. Bug reports and suggestions are welcome.

Owner

  • Name: Georgi N. Boshnakov
  • Login: GeoBosh
  • Kind: user
  • Location: Manchester, UK
  • Company: The University of Manchester

GitHub Events

Total
Last Year

Committers

Last synced: over 2 years ago

All Time
  • Total Commits: 131
  • Total Committers: 2
  • Avg Commits per committer: 65.5
  • Development Distribution Score (DDS): 0.237
Past Year
  • Commits: 0
  • Committers: 0
  • Avg Commits per committer: 0.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Georgi Boshnakov g****v@g****m 100
Georgi Boshnakov g****v@m****k 31
Committer Domains (Top 20 + Academic)
manchester.ac.uk: 1

Issues and Pull Requests

Last synced: about 1 year ago

All Time
  • Total issues: 3
  • Total pull requests: 0
  • Average time to close issues: 6 months
  • Average time to close pull requests: N/A
  • Total issue authors: 2
  • Total pull request authors: 0
  • Average comments per issue: 0.67
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 2
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 1
  • Pull request authors: 0
  • Average comments per issue: 0.5
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • samkodes (2)
  • waternumbers (1)
Pull Request Authors
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 1,043 last-month
  • Total docker downloads: 41,971
  • Total dependent packages: 1
  • Total dependent repositories: 2
  • Total versions: 17
  • Total maintainers: 1
cran.r-project.org: sarima

Simulation and Prediction with Seasonal ARIMA Models

  • Versions: 17
  • Dependent Packages: 1
  • Dependent Repositories: 2
  • Downloads: 1,043 Last month
  • Docker Downloads: 41,971
Rankings
Downloads: 11.6%
Forks count: 14.4%
Dependent packages count: 17.7%
Average: 18.2%
Dependent repos count: 19.6%
Stargazers count: 28.0%
Maintainers (1)
georgi.boshnakov@manchester.ac.uk
Last synced: 10 months ago

Dependencies

DESCRIPTION cran
  • R >= 2.10 depends
  • stats4 * depends
  • Formula * imports
  • PolynomF >= 1.0 imports
  • Rcpp >= 0.12.14 imports
  • Rdpack * imports
  • graphics * imports
  • lagged >= 0.2.1 imports
  • ltsa * imports
  • methods * imports
  • numDeriv * imports
  • stats * imports
  • utils * imports
  • FKF * suggests
  • FitARMA * suggests
  • KFAS * suggests
  • fGarch * suggests
  • forecast * suggests
  • testthat * suggests
.github/workflows/R-CMD-check.yamlSav actions
  • actions/cache v2 composite
  • actions/checkout v2 composite
  • actions/upload-artifact main composite
  • r-lib/actions/setup-pandoc v1 composite
  • r-lib/actions/setup-r v1 composite
  • r-lib/actions/setup-tinytex master composite
.github/workflows/check-standard.yaml actions
  • actions/checkout v4 composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
  • r-lib/actions/setup-tinytex master composite
.github/workflows/pkgdown.yaml actions
  • JamesIves/github-pages-deploy-action v4.5.0 composite
  • actions/checkout v4 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
.github/workflows/test-coverage.yaml actions
  • actions/checkout v4 composite
  • actions/upload-artifact v4 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite