Changelog

0.1.0 (2024)

Initial public release.

• Complete Box-Jenkins framework: ARMA, ARIMA, Seasonal ARIMA, ARX, ARMAX, BJTF.

• Levenberg-Marquardt parameter estimation with adaptive step size.

• Automatic model selection via AIC/BIC grid search (selpmod).

• Univariate and multivariate analysis: ACF, PACF, GPAC, impulse response.

• Box-Pierce chi-square diagnostic tests on residuals.

• Pole-zero map, parameter confidence-interval plots.

• Eight Box-Jenkins benchmark datasets included (Series A–J).

• Four end-to-end example scripts and Jupyter notebooks.