{"id":17152999,"url":"https://github.com/geobosh/sarima","last_synced_at":"2025-04-13T12:43:34.116Z","repository":{"id":54346361,"uuid":"145686686","full_name":"GeoBosh/sarima","owner":"GeoBosh","description":"Time series modelling with extended regression SARIMA models","archived":false,"fork":false,"pushed_at":"2024-03-26T19:38:14.000Z","size":20545,"stargazers_count":3,"open_issues_count":2,"forks_count":3,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-03-27T03:41:45.282Z","etag":null,"topics":["arima","kalman-filter","r","r-package","reg-sarima","sarima","sarimax","seasonal","time-series","xarima"],"latest_commit_sha":null,"homepage":"https://geobosh.github.io/sarima/","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/GeoBosh.png","metadata":{"files":{"readme":"README.md","changelog":"CHANGES","contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null}},"created_at":"2018-08-22T09:27:42.000Z","updated_at":"2024-08-24T12:56:39.000Z","dependencies_parsed_at":"2024-03-10T11:43:34.256Z","dependency_job_id":null,"html_url":"https://github.com/GeoBosh/sarima","commit_stats":{"total_commits":131,"total_committers":2,"mean_commits":65.5,"dds":"0.23664122137404575","last_synced_commit":"2e1b375bf699935d07901c8549f3964123618485"},"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GeoBosh%2Fsarima","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GeoBosh%2Fsarima/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GeoBosh%2Fsarima/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GeoBosh%2Fsarima/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/GeoBosh","download_url":"https://codeload.github.com/GeoBosh/sarima/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248717241,"owners_count":21150387,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["arima","kalman-filter","r","r-package","reg-sarima","sarima","sarimax","seasonal","time-series","xarima"],"created_at":"2024-10-14T21:44:57.672Z","updated_at":"2025-04-13T12:43:34.090Z","avatar_url":"https://github.com/GeoBosh.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"\u003c!-- badges: start --\u003e\n[![CRANStatusBadge](http://www.r-pkg.org/badges/version/sarima)](https://cran.r-project.org/package=sarima)\n[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/sarima)](https://www.r-pkg.org/pkg/sarima)\n[![CRAN RStudio mirror downloads](https://cranlogs.r-pkg.org/badges/grand-total/sarima?color=blue)](https://r-pkg.org/pkg/sarima)\n[![R-CMD-check](https://github.com/GeoBosh/sarima/workflows/R-CMD-check/badge.svg)](https://github.com/GeoBosh/sarima/actions)\n[![Codecov test coverage](https://codecov.io/gh/GeoBosh/sarima/branch/master/graph/badge.svg)](https://app.codecov.io/gh/GeoBosh/sarima?branch=master)\n\u003c!-- badges: end --\u003e\n\n\n\n\n'sarima' is an R package for time series modelling.\n\n# Installing sarima\n\nInstall the [latest stable version](https://cran.r-project.org/package=sarima) of\n`sarima` from CRAN:\n\n    install.packages(\"sarima\")\n\n\nYou can install the [development version](https://github.com/GeoBosh/sarima) of\n`sarima` from Github:\n\n    remotes::install_github(\"GeoBosh/sarima\")\n\n\n# Overview\n\nFunctions, classes and methods for time series modelling with ARIMA and related\nmodels. The aim of the package is to provide consistent interface for the\nuser. For example, a single function autocorrelations() computes various kinds\nof theoretical and sample autocorrelations. This is work in progress, see the\ndocumentation and vignettes for the current functionality.  Function sarima()\nfits extended multiplicative seasonal ARIMA models with trends, exogenous\nvariables and arbitrary roots on the unit circle, which can be fixed or\nestimated.\n\nReference manuals and vignettes are available as usual from running R\nsessions. For example, this shows the available vignettes:\n\n    vignette(package = \"sarima\") # which vignettes are available?\n\nThese commands open the vignettes (the names are taken from the output of the\ncommand above):\n\n    vignette(\"white_noise_tests\", package = \"sarima\")\n    vignette(\"garch_tests_example\", package = \"sarima\")\n\nAlternatively, here are some links to online versions of the documentation:\n\n- [sarima online reference manual](https://geobosh.github.io/sarima/)\n\n- [sarima pdf reference manual on CRAN](https://CRAN.R-project.org/package=sarima/sarima.pdf)\n\n- [vignette _Garch and white noise tests_ on CRAN](https://cran.r-project.org/package=sarima/vignettes/garch_tests_example.pdf)\n\n- [vignette _Autocorrelations and white noise tests_ on CRAN](https://cran.r-project.org/package=sarima/vignettes/white_noise_tests.pdf)\n\nThe documentation is incomplete and some features are unfinished. Bug reports\nand suggestions are welcome.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fgeobosh%2Fsarima","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fgeobosh%2Fsarima","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fgeobosh%2Fsarima/lists"}