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.


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Reference manual

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install.packages("BayesARIMAX")

0.1.1 by Achal Lama, 4 months ago


Browse source code at https://github.com/cran/BayesARIMAX


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