# ctsa

**Repository Path**: fortran-stack/ctsa

## Basic Information

- **Project Name**: ctsa
- **Description**: A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C. Updated with SARIMAX and Auto ARIMA.


- **Primary Language**: C
- **License**: BSD-3-Clause
- **Default Branch**: master
- **Homepage**: https://github.com/rafat/ctsa
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 1
- **Created**: 2022-07-03
- **Last Updated**: 2024-11-07

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# 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and SARIMA functions are now superseded by SARIMAX.*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](https://github.com/rafat/ctsa/wiki/AUTO-ARIMA)**| Auto ARIMA Class + Examples        |
|:-----------------------------------------------------|:----------------------------------|
|**[SARIMAX](https://github.com/rafat/ctsa/wiki/SARIMAX/)**| SARIMAX Class + Examples             |
|**[ARIMA](https://github.com/rafat/ctsa/wiki/ARIMA)**| ARIMA Class + Example             |
|**[Seasonal ARIMA](https://github.com/rafat/ctsa/wiki/SARIMA)**| Seasonal ARIMA Class + Example    |
|**[AR](https://github.com/rafat/ctsa/wiki/AR)**      | AR Class + Example                |
|**[ACF](https://github.com/rafat/ctsa/wiki/ACF)**    | Autocovariance, Autocorrelation and Partial Autocorrelation + Examples|
|**[References](https://github.com/rafat/ctsa/wiki/References)**| References (List Being Updated)   |

Wiki is available at 

https://github.com/rafat/ctsa/wiki

License : BSD 3- Clause Check COPYRIGHT file

Contact rafat.hsn@gmail.com