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Rafat Hussain edited this page Jul 25, 2020
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CTSA is a C software package for univariate time series analysis. This is a work in progress. ARIMA and Seasonal ARIMA models have been added as of 10/30/2014. Other functionality will be added soon
Git Repository
git clone https://github.com/rafat/ctsa
Auto ARIMA | Auto ARIMA Class + Examples |
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SARIMAX | SARIMAX Class + Examples |
ARIMA | ARIMA Class + Example |
Seasonal ARIMA | Seasonal ARIMA Class + Example |
AR | AR Class + Example |
ACF | Autocovariance, Autocorrelation and Partial Autocorrelation + Examples |
References | References (List Being Updated) |