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)

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1 exports 0.00 score 46 dependencies 1 scripts 236 downloads

Last updated 4 years agofrom:1dfed6d9db. Checks:OK: 2. Indexed: yes.

Exports:BayesARIMAX

Dependencies:clicodacolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo