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Published 20 hours ago • verified publisher icon JuliaDynamics
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Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

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Stranbo integration

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Leaving an issue here to consider whether we might integrate the functionalities I have in [Stranbo](https://github.com/Baffelan/Stranbo.jl) and `arfima`. Stranbo is designed for generating time series with "complicated" sarimax (integer $i$)...

gvdr avatar gvdr

SARIMAX

4 comment

Hello, would you be open on adding X into SARIMA model to get also SARIMAX? The only option as of now is `statsmodels` in python. I don't count using R...

detrin avatar detrin

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verified publisher icon JuliaDynamics

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Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

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