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: 0.1.0
Depends: R (≥ 3.3.0), TSA, coda, forecast
Published: 2020-03-06
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
CRAN checks: BayesARIMAX results

Downloads:

Reference manual: BayesARIMAX.pdf
Package source: BayesARIMAX_0.1.0.tar.gz
Windows binaries: r-devel: BayesARIMAX_0.1.0.zip, r-devel-gcc8: BayesARIMAX_0.1.0.zip, r-release: BayesARIMAX_0.1.0.zip, r-oldrel: BayesARIMAX_0.1.0.zip
OS X binaries: r-release: BayesARIMAX_0.1.0.tgz, r-oldrel: BayesARIMAX_0.1.0.tgz

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