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

Package details

AuthorAchal Lama [aut, cre], Kn Singh [aut], Bishal Gurung [aut]
MaintainerAchal Lama <>
Package repositoryView on CRAN
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BayesARIMAX documentation built on July 8, 2020, 5:52 p.m.