Do you know any C# library or source code that can be used for ARMA / ARIMA forecasting?
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Best Answer
The Extreme Optimization .NET library has an ARIMA model – http://www.extremeoptimization.com/QuickStart/CSharp/ArimaModels.aspx .
The library isn't free but there is a free trial period. I haven't used this part of it myself – but I've used other parts and they worked quite well for what I needed.
- reddal