CTSA is a C software package for univariate time series analysis. ARIMA and Seasonal ARIMA models have been added as of 10/30/2014. Other functionality will be added soon
07/24/2020 Update : SARIMAX and Auto ARIMA added. Documentation will be added in the coming days. Software is still in beta stage and older ARIMA and SARIMA functions are now superseded by SARIMAX.
Git and CMake
git clone https://github.com/rafat/ctsa.git
cd ctsa
cmake .
make
| Auto ARIMA | Auto ARIMA Class + Examples |
|---|---|
| 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) |
Wiki is available at
https://github.com/rafat/ctsa/wiki
License : BSD 3- Clause Check COPYRIGHT file
Contact rafat.hsn@gmail.com