CRAN
marima 2.2
Multivariate ARIMA and ARIMA-X Analysis
Released Jan 14, 2017 by Henrik Spliid
This package can be loaded by Renjin but 7 out 16 tests failed.
Multivariate ARIMA and ARIMA-X estimation using Spliid's algorithm (marima()) and simulation (marima.sim()).
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>marima</artifactId>
<version>2.2-b15</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:marima')
Test Results
This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.
- C20-examples
- arma.filter-examples
- arma.forecast-examples
- check.one-examples
- define.dif-examples
- define.model-examples
- define.sum-examples
- inverse.form-examples
- marima-examples
- marima.sim-examples
- pol.inv-examples
- pol.mul-examples
- pol.order-examples
- rand.shock-examples
- season.lagging-examples
- short.form-examples