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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.
Getting started
Browse package contents
Package details |
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| Author | Achal Lama [aut, cre], Kn Singh [aut], Bishal Gurung [aut] |
| Maintainer | Achal Lama <achal.lama@icar.gov.in> |
| License | GPL-3 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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