This Computational Provenance Record documents the statistical computing environment, software dependencies, computational provenance, and bibliographic references associated with the RAISINS ARIMA module. It is intended to support computational reproducibility and software transparency. Detailed statistical methodology, mathematical derivations, and user guidance are provided separately in the official module documentation.
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stepwise = TRUE, approximation = TRUE by default; both switch to FALSE (exhaustive search) when "Detailed Search" is enabled
Seasonality
seasonal = FALSE by default, toggled by the "data is seasonal" checkbox
Box-Cox transform
Off by default (lambda = NULL); when enabled, lambda = BoxCox.lambda(y) and biasadj = TRUE
Manual ARIMA
(forecast::Arima())
Non-seasonal order (p, d, q)
Defaults to p = 1, d = 1, q = 1, each independently user-set
Seasonal order (P, D, Q)
"Seasonal" toggle off by default; when enabled, defaults to P = 1, D = 1, Q = 1 at the data's frequency, except daily data (frequency 365) which is overridden to a period of 7
include.mean
TRUE only when d = 0 (and, if seasonal is enabled, D = 0 as well)
Stationarity / unit-root testing
(precedes both Auto and Manual ARIMA)
ADF (tseries::adf.test())
p < 0.05 - stationary
KPSS (tseries::kpss.test())
p < 0.05 - non-stationary
Differencing loop
Up to 3 successive diff() applications, re-testing ADF and KPSS after each, stopping once both agree the series is stationary
Seasonal unit-root test
(forecast::nsdiffs())
Method
Canova-Hansen (test = "ch"); run only when series frequency > 1
Residual diagnostics - Ljung-Box
Auto ARIMA
checkresiduals(fit) (bundles the Ljung-Box test against the fitted model)
Manual ARIMA
Box.test(residuals, lag = 10, type = "Ljung-Box", fitdf = (p + q) + (P + Q if seasonal))
Forecast
(forecast::forecast())
Horizon
Default 5 steps ahead; user-selectable from 1 to 100
Prediction intervals
80% / 95% Confidence interval for prediction is given.
5 R Code for Key Analytical Steps
The code blocks below demonstrate the exact computation behind each reported result using AirPassengers, the monthly seasonal series present in the base R (datasets package, frequency 12).
5.1 Stationarity Screening (shared by Auto ARIMA and Manual ARIMA)
library(forecast)library(tseries)y_ts <- AirPassengers # built-in monthly series, frequency = 12n <-length(y_ts)lambda <-NULL#lambda <- BoxCox.lambda(y_ts) #to apply box cox transformationts_test <-na.interp(y_ts)adf_result <-adf.test(ts_test)kpss_result <-kpss.test(ts_test)# Seasonal unit root (Canova-Hansen)seasonal_diffs <-nsdiffs(y_ts, test ="ch")
5.4 Manual ARIMA (user-specified order, same split reference)
p <-1; d <-1; q <-1# default (p, d, q) shown in the appP <-1; D <-1; Q <-1; use_sarima <-FALSE# seasonal orders, off by defaultperiod_use <-if (frequency(train) ==365) 7elsefrequency(train)fit_manual <-Arima( train,order =c(p, d, q),seasonal =if (use_sarima) list(order =c(P, D, Q), period = period_use)elselist(order =c(0, 0, 0)),lambda = lambda,biasadj =!is.null(lambda),include.mean = (d ==0&& (!use_sarima || D ==0)))fc_test_manual <-forecast(fit_manual, h =length(test))acc_manual <-accuracy(fc_test_manual, test)fitdf <- (p + q) +if (use_sarima) (P + Q) else0Box.test(residuals(fit_manual), lag =10, type ="Ljung-Box", fitdf = fitdf)
5.5 Forecast Beyond the Fitted Horizon
forecast(fit_auto, h =5) # default forecast horizon = 5 steps
Explore the entire ARIMA module in preview mode using our demo datasets. To submit suggestions or report a workflow issue, please use the discussion section below, or visit the official RAISINS website.
6 RAISINS Native Statistical Framework
RAISINS uses R for all its statistical computations. Every package used to generate major results is listed and demonstrated with examples, so results can be reproduced independently. These results are then organized and formatted on the RAISINS website along with visualisation to make them easier to use and interpret. RAISINS also has its own custom-built statistical tools for managing workflows, validating results, and generating reports. Details of these are not fully covered here, they’re shared with outside researchers only on request, and are subject to licensing terms.
7 Package References
R Core Team. (2025). R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. https://www.R-project.org/
Hyndman, R. J., Athanasopoulos, G., Bergmeir, C., Caceres, G., Chhay, L., Kuroptev, K., Mücke, M., O’Hara-Wild, M., Petropoulos, F., Razbash, S., Wang, E., & Yasmeen, F. (2025). forecast: Forecasting Functions for Time Series and Linear Models (R package version 9.0.2). https://doi.org/10.32614/CRAN.package.forecast
Trapletti, A., & Hornik, K. (2025). tseries: Time Series Analysis and Computational Finance (R package version 0.10-61). https://doi.org/10.32614/CRAN.package.tseries