FORTRAN SOFTWARE CATALOG

Repository owner: ZUO Zhihua (zoziha)

fortsa

Time-series autocorrelations, partial correlations and ARIMA modeling through CTSA.

Repository · Pinned source (d31da1228661) · Try in playground · Checked package example

GAMS classifications

About this package

Category
Statistics
License
BSD-3-Clause

Topics: arima, arma, autocorrelation, bindings, fortran, fpm, statistics, time-series, time-series-analysis, tsa

Package dependencies

Resolved GitHub repositories used by the verified playground build, combining direct and indirect dependencies. This list does not describe internal module dependencies or native system libraries.

Required by this build

No additional GitHub package dependencies were recorded for this verified build.

Build record verified 2026-10-28.

Used by (0 selected packages)

No other selected build records this repository as a dependency. This is not a measure of usage outside the catalog.

Reviewed procedures

These mappings have pinned source evidence. A checked package example may exercise only some of them; source review is not a numerical benchmark.

acvf, acvf2acf

Module: fortsa_stats_m

L10a2a

L10a2a: verified

Derivatives / callbacks: not applicable

Sample autocovariances and autocorrelations of a single time series; ARIMA fitting is a different API. Dedicated L10a2a driver checks 12 direct/FFT autocovariance calls and 9 normalization calls on base, shifted, scaled and constant 8-point series, at all lags 0..7, against independent centered scalar lag sums divided by N. Zero-variance correlation is not requested; missing data, ARIMA and other estimators are outside the driver.

Pinned source: src/fortsa_stats.f90

Author examples/tests: test/stats/test_stats.f90

Load checked GAMS driver: gams-fortsa-autocorrelation-reference