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rafat / ctsa

A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C. Updated with SARIMAX and Auto ARIMA.
https://code.google.com/p/ctsa/
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arima auto-arima c cpp sarimax time-series

readme

CTSA

A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C

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 Software is still in beta stage and older ARIMA and SARIMA functions are now superseded by SARIMAX.

Dependencies

Git and CMake

Getting Started

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