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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.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 |
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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.