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
Roxygen: list(markdown = TRUE)
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
Repository: https://danigiro.r-universe.dev
Date/Publication: 2026-11-13 11:10:00 UTC
RemoteUrl: https://github.com/danigiro/msarima
RemoteRef: HEAD
RemoteSha: 67dac27b64068abd1483c557c776f70fb40e35ef
NeedsCompilation: no
Packaged: 2026-11-13 15:17:06 UTC; root
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>