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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.

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

Documentation:

Reference manual: BayesARIMAX.pdf

Downloads:

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

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.