Package: BayesARIMAX 0.1.1

Achal Lama

BayesARIMAX: Bayesian Estimation of ARIMAX Model

The Autoregressive Integrated Moving Average (ARIMA) model is very popular univariate time series model. Its application has been widened by the incorporation of exogenous variable(s) (X) in the model and modified as ARIMAX by Bierens (1987) <doi:10.1016/0304-4076(87)90086-8>. In this package we estimate the ARIMAX model using Bayesian framework.

Authors:Achal Lama [aut, cre], Kn Singh [aut], Bishal Gurung [aut]

BayesARIMAX_0.1.1.tar.gz
BayesARIMAX_0.1.1.tar.gz(r-4.5-noble)BayesARIMAX_0.1.1.tar.gz(r-4.4-noble)
BayesARIMAX_0.1.1.tgz(r-4.4-emscripten)BayesARIMAX_0.1.1.tgz(r-4.3-emscripten)
BayesARIMAX.pdf |BayesARIMAX.html✨
BayesARIMAX/json (API)

# Install 'BayesARIMAX' in R:
install.packages('BayesARIMAX', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 337 downloads 1 exports 46 dependencies

Last updated 5 years agofrom:1dfed6d9db. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-linuxOKMar 08 2025
R-4.4-linuxOKMar 08 2025

Exports:BayesARIMAX

Dependencies:clicodacolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo