ARIMA in Other Languages
• Python has a stats models module provides time series analysis including
ARIMA.
• Another Python module called pandas provides dedicated class for time
series objects.
• R has arima function in standard package stats. See also auto.arima()
• Mathematica has a complete library of time series functions that include
ARMA. STATA includes the function arima for estimating ARIMA models.
• SAS has an econometric package, ETS, for ARIMA models.
• GNU Octave can estimate AR models using functions from extra packages.
