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'))

Peer review:

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

1.00 score 1 scripts 300 downloads 1 exports 46 dependencies

Last updated 5 years agofrom:1dfed6d9db. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 08 2024
R-4.5-linuxOKNov 08 2024

Exports:BayesARIMAX

Dependencies:clicodacolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo