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.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.3.0), coda, forecast |
| Published: | 2020-05-20 |
| DOI: | 10.32614/CRAN.package.BayesARIMAX |
| Author: | Achal Lama [aut, cre], Kn Singh [aut], Bishal Gurung [aut] |
| Maintainer: | Achal Lama <achal.lama at icar.gov.in> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Bayesian, TimeSeries |
| CRAN checks: | BayesARIMAX results |
| Reference manual: | BayesARIMAX.html , BayesARIMAX.pdf |
| Package source: | BayesARIMAX_0.1.1.tar.gz |
| Windows binaries: | r-devel: BayesARIMAX_0.1.1.zip, r-release: BayesARIMAX_0.1.1.zip, r-oldrel: BayesARIMAX_0.1.1.zip |
| macOS binaries: | r-release (arm64): BayesARIMAX_0.1.1.tgz, r-oldrel (arm64): BayesARIMAX_0.1.1.tgz, r-release (x86_64): BayesARIMAX_0.1.1.tgz, r-oldrel (x86_64): BayesARIMAX_0.1.1.tgz |
| Old sources: | BayesARIMAX archive |
Please use the canonical form https://CRAN.R-project.org/package=BayesARIMAX to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.