Package: msarima
Title: Multi-Seasonal ARIMA Models
Version: 0.1.0
Authors@R: 
    c(person(given = "Daniele",
             family = "Girolimetto",
             role = c("aut", "cre", "cph"),
             email = "daniele.girolimetto@unipd.it",
             comment = c(ORCID = "0000-0001-9387-1232")),
      person(given = "Francesco",
             family = "Lisi",
             role = c("aut"),
             email = "francesco.lisi@unipd.it",
             comment = c(ORCID = "0000-0002-8749-8889")),
      person(given = "Matteo",
             family = "Grigoletto",
             role = c("aut"),
             email = "matteo.grigoletto@unipd.it",
             comment = c(ORCID = "0000-0001-9881-2039")))
Description: Fit, forecast and simulate autoregressive integrated moving
    average (ARIMA) models with more than one seasonal component, following
    Lisi and Grigoletto (2025) <doi:10.1002/for.3283>. Series observed at high
    frequency often display several seasonal cycles at once, such as the daily
    and the weekly pattern of hourly data, which a single seasonal ARIMA
    operator cannot represent. Estimation is performed by conditional maximum
    likelihood through numerical optimisation, with support for fixed
    coefficients and a constant term. Multi-seasonal Ljung-Box and Monti
    portmanteau tests, following Grigoletto and Lisi (2026)
    <doi:10.48550/arXiv.2609.32381>, seasonal correlograms, forecasts with
    prediction intervals, and simulation from a model specification or from a
    fitted model are also provided.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0), forecast
Imports: polynom, stats
Suggests: ggplot2, knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/danigiro/msarima,
        https://danigiro.github.io/msarima/
BugReports: https://github.com/danigiro/msarima/issues
LazyData: true
NeedsCompilation: no
Packaged: 2026-10-27 09:03:00 UTC; daniele
Author: Daniele Girolimetto [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0001-9387-1232>),
  Francesco Lisi [aut] (ORCID: <https://orcid.org/0000-0002-8749-8889>),
  Matteo Grigoletto [aut] (ORCID:
    <https://orcid.org/0000-0001-9881-2039>)
Maintainer: Daniele Girolimetto <daniele.girolimetto@unipd.it>
Repository: CRAN
Date/Publication: 2026-11-12 10:50:02 UTC
