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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:1dfed6d9db. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 08 2024 |
R-4.5-linux | OK | Dec 08 2024 |
Exports:BayesARIMAX
Dependencies:clicodacolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
Help page | Topics |
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Bayesian Estimation of ARIMAX Model | BayesARIMAX |