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) . In this package we estimate the ARIMAX model using Bayesian framework.


Reference manual

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0.1.1 by Achal Lama, a year ago

Browse source code at

Authors: Achal Lama [aut, cre] , Kn Singh [aut] , Bishal Gurung [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Depends on coda, forecast

See at CRAN