Package: arimasel 0.1.0

Olushina Olawale Awe
arimasel: Cartesian Product-Based ARIMA Model Identification and Selection
Provides an alternative algorithm for ARIMA model identification based on Cartesian products of user-supplied parameter sets. Rather than relying on ACF/PACF plots or stepwise search (as in auto.arima), the package exhaustively evaluates every ARIMA(p,d,q) triple in P x D x Q, ranks all converged models by AIC, AICc, BIC, and HQIC simultaneously, computes Akaike weights for model uncertainty quantification, produces ensemble forecasts, and provides publication-quality diagnostic plots. The algorithm is flexible, transparent, and widely applicable for quick, reproducible ARIMA model selection. Applications are demonstrated with Nigerian macroeconomic time series data.
Authors:
arimasel_0.1.0.tar.gz
arimasel_0.1.0.zip(r-4.7-any)arimasel_0.1.0.zip(r-4.6-any)arimasel_0.1.0.zip(r-4.5-any)
arimasel_0.1.0.tgz(r-4.6-any)arimasel_0.1.0.tgz(r-4.5-any)
arimasel_0.1.0.tar.gz(r-4.7-any)arimasel_0.1.0.tar.gz(r-4.6-any)
arimasel_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
arimasel/json (API)
| # Install 'arimasel' in R: |
| install.packages('arimasel', repos = c('https://olawaleawe.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/olawaleawe/arimasel/issues
- exchange_ng - Monthly USD/NGN Exchange Rate - Nigeria, 2010-2023
- gdp_ng - Annual GDP Growth Rate - Nigeria, 1990-2023
- inflation_ng - Monthly CPI Inflation Rate - Nigeria, 2000-2023
Last updated from:447d8819ed. Checks:7 ERROR, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | ERROR | 179 | ||
| source / vignettes | OK | 185 | ||
| linux-release | ERROR | 137 | ||
| macos-release | ERROR | 105 | ||
| macos-oldrel | ERROR | 154 | ||
| windows-devel | ERROR | 96 | ||
| windows-release | ERROR | 80 | ||
| windows-oldrel | ERROR | 80 | ||
| wasm-release | OK | 119 |
Exports:arima_diagnosearima_fanplotarima_forecastarima_tablearima_weightscart_arimacompare_arimacp_setshqicstationarity_testsuggest_d
Dependencies: