Likelihood Based Inference for ARIMA Modeling
Overview
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.
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Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 7
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 95%
- Return-value docs
- 100%
- Help pages citing references
- 29%
Downloads
Repository
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- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
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7 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/jeswheel/arima2 on 2026-10-21.
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Dependencies
Installing arima2 adds 17 packages (7 with compiled code, 14 MB of source tarballs). Heaviest: ggplot2 6.0 MB, isoband 1.5 MB, farver 1.2 MB.
Code & Tests
Datasets
People & History
Package metadata
- First published
- 2023-10-05
- Total releases
- 7 / 3 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 1.6 KB / 1 file
- Download size
- 121 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("arima2")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
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