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Rafat Hussain edited this page Jul 25, 2020 · 5 revisions

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

CTSA is a C software package for univariate time series analysis. This is a work in progress. ARIMA and Seasonal ARIMA models have been added as of 10/30/2014. Other functionality will be added soon

Git Repository

git clone https://github.com/rafat/ctsa
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)
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