Multivariate ARIMA and ARIMA-X Analysis: Package ‘marima’

Henrik Spliid

Research output: Book/ReportBookResearch

486 Downloads (Pure)

Abstract

Multivariate arima and arima-x estimation using Spliid's algorithm.
Original languageEnglish
Number of pages21
Publication statusPublished - 2016

Fingerprint

Dive into the research topics of 'Multivariate ARIMA and ARIMA-X Analysis: Package ‘marima’'. Together they form a unique fingerprint.

Cite this