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 Software is still in beta stage and older ARIMA and SARIMA functions are now superseded by SARIMAX.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