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EXPARMA: Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model
The amplitude-dependent autoregressive time series model (EXPAR) proposed by Haggan and Ozaki (1981) <doi:10.2307/2335819> was improved by incorporating the moving average (MA) framework for capturing the variability efficiently. Parameters of the EXPARMA model can be estimated using this package. The user is provided with the best fitted EXPARMA model for the data set under consideration.
Getting started
Browse package contents
Package details |
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| Author | Bishal Gurung [aut, cre], Saikat Das [aut], Achal Lama [aut], Kn Singh [aut] |
| Maintainer | Bishal Gurung <Bishal.Gurung@icar.gov.in> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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