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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install.packages("BayesARIMAX")

0.1.0 by Achal Lama, 24 days ago


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


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


Documentation:   PDF Manual  


GPL-3 license


Depends on TSA, coda, forecast


See at CRAN