CRAN/E | EXPARMA

EXPARMA

Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model

Installation

About

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.

Key Metrics

Version 0.1.0
Published 2023-07-19 288 days ago
Needs compilation? no
License GPL-3
CRAN checks EXPARMA results

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Maintainer

Maintainer

Bishal Gurung

Bishal.Gurung@icar.gov.in

Authors

Bishal Gurung

aut / cre

Saikat Das

aut

Achal Lama

aut

Kn Singh

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

forecast
stats