Showing 3 of total 3 results (show query)
rjdverse
rjd3sts:State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
Maintained by Jean Palate. Last updated 9 months ago.
2 stars 6.64 score 25 scripts 4 dependents
cran
TSA:Time Series Analysis
Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.
Maintained by Kung-Sik Chan. Last updated 3 years ago.
2 stars 4.58 score 5 dependents
jeswheel
arima2:Likelihood Based Inference for ARIMA Modeling
Estimating and analyzing auto regressive integrated moving average (ARIMA) models. The primary function in this package is arima(), which fits an ARIMA model to univariate time series data using a random restart algorithm. This approach frequently leads to models that have model likelihood greater than or equal to that of the likelihood obtained by fitting the same model using the arima() function from the 'stats' package. This package enables proper optimization of model likelihoods, which is a necessary condition for performing likelihood ratio tests. This package relies heavily on the source code of the arima() function of the 'stats' package. For more information, please see Jesse Wheeler and Edward L. Ionides (2023) <arXiv:2310.01198>.
Maintained by Jesse Wheeler. Last updated 9 months ago.
arimaarmamaximum-likelihood-estimationtime-seriestime-series-analysis
3 stars 3.86 score 12 scripts