fortsa: A ctsa/Fortran binding

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A Univariate Time Series Analysis and ARIMA Modeling Package in Fortran

fortsa is a Fortran binding package for univariate time series analysis, which is based on rafat/ctsa.

ctsa is a C software package for univariate time series analysis.

Get Started

git clone https://github.com/zoziha/fortsa.git
cd fortsa

Dependencies

• Fortran-lang/fpm >= 0.6.0: for building fortsa.
• GNU/GCC >= 9.4.0: for compiling fortsa.

Build with Fortran-lang/fpm

Fortran Package Manager (fpm) is a package manager and build system for Fortran.
You can build using provided fpm.toml:

fpm build --profile release

To use fortsa within your fpm project, add the following to fpm.toml file:

[dependencies]
fortsa = { git = "https://github.com/zoziha/fortsa" }

ctsa Docs

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)

Wiki is available at

ctsa/wiki

License : BSD 3- Clause Check LICENSE file

For C routines, contact rafat.hsn@gmail.com.
For Fortran routines, contact zuo.zhihua@qq.com.

Links

1. rafat/ctsa
2. fortran-lang
3. fortran-lang/fpm