# VARMA and VARMAX time series models

**URL:** https://discourse.julialang.org/t/varma-and-varmax-time-series-models/107003
**Category:** Statistics
**Created:** [December 1, 2023, 4:29pm UTC](https://discourse.julialang.org/t/varma-and-varmax-time-series-models/107003 "2023-12-01T16:29:31Z")
**Posts on this page:** 2
**Page:** 1

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### Author: ![Helectus](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/helectus/32/47475_2.png) [@Helectus](https://discourse.julialang.org/u/Helectus)
#### Post date: [December 1, 2023, 4:29pm UTC](https://discourse.julialang.org/t/varma-and-varmax-time-series-models/107003/1 "2023-12-01T16:29:31Z")

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Is there a VARMA or VARMAX model in any package? Would it be worth it for me to develop a wrapper for pythons implementations? Maybe it has been done before and i cant find it?

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### Author: ![baggepinnen](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/baggepinnen/32/693_2.png) [@baggepinnen](https://discourse.julialang.org/u/baggepinnen)
#### Post date: [December 1, 2023, 4:53pm UTC](https://discourse.julialang.org/t/varma-and-varmax-time-series-models/107003/2 "2023-12-01T16:53:03Z")

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Does it have to be a model on VARMAX form, or could it be [a more general linear model](https://baggepinnen.github.io/ControlSystemIdentification.jl/dev/examples/varx/) with strictly more modeling power?