https://github.com/tsmodels/tsarma

Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.
https://github.com/tsmodels/tsarma

arima r

Last synced: 22 days ago
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Autoregressive Moving Average Models. Estimation, filtering, prediction, simulation and diagnostics.

• Host: GitHub
• URL: https://github.com/tsmodels/tsarma
• Owner: tsmodels
• Created: 2023-04-01T20:26:20.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2024-12-21T06:21:45.000Z (over 1 year ago)
• Last Synced: 2025-10-30T19:38:18.427Z (9 months ago)
• Topics: arima, r
• Language: R
• Homepage:
• Size: 4.84 MB
• Stars: 1
• Watchers: 0
• Forks: 0
• Open Issues: 1
• Metadata Files:
  • Readme: README.md

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# tsarma

The **tsarma** package implements methods for the maximum likelihood

estimation of ARMA(p,q)-X models for stationary time series, backed by

autodiff (using TMB package). It includes methods for inference,

filtering, prediction, simulation and backtesting.

It makes use of the [tsmodels](https://github.com/tsmodels) framework,

providing common methods with similar inputs and classes with similar

outputs.

The package vignette is available in the new tsmodels site

[here](https://www.nopredict.com/packages/tsarma.html).