ARIMA
Rust crate for ARIMA model coefficient estimation and simulation.
Example
extern crate rand;
use *;
use ;
use ;
Features
- Full ARIMA model parameter estimation
- Auto-correlation/covariance calculation
- Partial auto-correlation calculation
- AR parameter estimation
- Variance estimation
- ARIMA time series simulation
Roadmap
- Order estimation
License
This crate is licensed under the Apache-2.0 license.