arima2

3.4.3

Likelihood Based Inference for ARIMA Modeling

0packages depend

5.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Jesse WheelerFirst published 2023-10-056 releasesCRAN page ↗GitHub ↗

Estimating and analyzing auto regressive integrated moving average (ARIMA) models. The primary function in this package is arima(), which fits an ARIMA model to univariate time series data using a random restart algorithm. This approach frequently leads to models that have model likelihood greater than or equal to that of the likelihood obtained by fitting the same model using the arima() function from the 'stats' package. This package enables proper optimization of model likelihoods, which is a necessary condition for performing likelihood ratio tests. This package relies heavily on the source code of the arima() function of the 'stats' package. For more information, please see Jesse Wheeler and Edward L. Ionides (2025) <doi:10.1371/journal.pone.0333993>.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("arima2")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

pak::pak("jeswheel/arima2")

Development version from jeswheel/arima2. Requires the pak package.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-arima2

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-arima2

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-arima2

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.11

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

5.7K

CRAN downloads in the past year

Rank #9,373 · ~16/day · ~479/mo

arima2 Releases R versions

Daily download trend is not available in this view yet.

45130 days

1.2K90 days

5.7K1 year

Compare downloads with other packages →

Also on464 r2u70 autocran20 c2d4u

Source & community

GitHub ↗

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (2)

ggplot2methods

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Code Composition

R 1,846 (50%)C 1,362 (37%)Rd 483 (13%)

Test coverage

Line coverage

55%

Expression

54.4%

Tests / Examples

54.7% / 51% ex

Functions

32 4 exported

Complexity

18.9 avg / 148 max

Call network

32 nodes / 30 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

32 functions

Function	Cyclo	Coverage
aicTable exp	5	0%
.checkTable	10	0%
plot.Arima2	22	0%
profile.Arima2	12	0%
sample_ARMA_coef exp	17	65%
ARMApolyroots exp	7	71%

People & History

People (6)

Maintainer (1)

Jesse Wheeler

Author, Maintainer, Copyright holder

Authors (3)

Jesse Wheeler

Author, Maintainer, Copyright holder

Noel McAllister

Author

Dhajanae Sylvertooth

Author

Contributors (2)

Edward Ionides

Contributor

Brian Ripley

Contributor

Jesse Wheeler

Author, Maintainer, Copyright holder

R Core Team

Release timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
3.4.3Latest
2025-12-10 · current release · diff ↗
3.4.2
2025-11-01 · diff ↗
3.4.0
2025-06-27 · diff ↗
R
R 4.5.0 released · 2025-04-11
3.3.0
2024-08-19 · diff ↗
R
R 4.4.0 released · 2024-04-24
3.1.0
2023-11-16 · diff ↗
3.0.1
2023-10-05
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2023-10-05
Total releases: 6 / 3 yrs
License: GPL (>= 3) OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet