arimasel: Cartesian Product-Based ARIMA Model Identification and Selection

Provides an alternative algorithm for ARIMA and seasonal ARIMA model identification based on Cartesian products of user-supplied parameter sets. Rather than relying on ACF/PACF plots or stepwise search (as in auto.arima()), the package exhaustively evaluates every candidate (p,d,q)(P,D,Q)[m] combination in the requested index sets, ranks all converged models by AIC, AICc, BIC, and HQIC simultaneously, computes Akaike weights for model uncertainty quantification, supports exogenous regressors, produces ensemble forecasts, evaluates candidate models by rolling-origin (expanding window) cross-validation, and provides publication-quality diagnostic and comparison plots. A feature-based exploratory data analysis suite computes scale-free time series characteristics (trend and seasonal strength, spectral entropy, autocorrelation, lumpiness, stability) in the spirit of Hyndman, Wang and Laptev (2015), and a feature-guided automatic search narrows the Cartesian product model space before the exhaustive search runs. The algorithm is flexible, transparent, and widely applicable for quick, reproducible ARIMA model selection in both academic research and industry forecasting pipelines. Applications are demonstrated with Nigerian macroeconomic time series data.

Version:	0.2.0
Depends:	R (≥ 4.0.0)
Imports:	stats, graphics, grDevices, utils, parallel
Suggests:	tseries, forecast, testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-09-17
DOI:	10.32614/CRAN.package.arimasel (may not be active yet)
Author:	Olushina Olawale Awe [aut, cre]
Maintainer:	Olushina Olawale Awe <olawaleawe at gmail.com>
BugReports:	https://github.com/Olawaleawe/arimasel/issues
License:	GPL-3
URL:	https://github.com/Olawaleawe/arimasel
NeedsCompilation:	no
Citation:	arimasel citation info
Materials:	NEWS
CRAN checks:	arimasel results

Documentation:

Reference manual:	arimasel.html , arimasel.pdf
Vignettes:	Introduction to arimasel (source, R code)

Downloads:

Package source:	arimasel_0.2.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): arimasel_0.2.0.tgz, r-release (x86_64): arimasel_0.2.0.tgz, r-oldrel (x86_64): arimasel_0.2.0.tgz

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