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BayesARIMAX  

Bayesian Estimation of ARIMAX Model
View on CRAN: Click here


Download and install BayesARIMAX package within the R console
Install from CRAN:
install.packages("BayesARIMAX")

Install from Github:
library("remotes")
install_github("cran/BayesARIMAX")

Install by package version:
library("remotes")
install_version("BayesARIMAX", "0.1.1")



Attach the package and use:
library("BayesARIMAX")
Maintained by
Achal Lama
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-06
Latest Update: 2020-05-20
Description:
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.
How to cite:
Achal Lama (2020). BayesARIMAX: Bayesian Estimation of ARIMAX Model. R package version 0.1.1, https://cran.r-project.org/web/packages/BayesARIMAX. Accessed 02 Feb. 2025.
Previous versions and publish date:
0.1.0 (2020-03-06 23:30)
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Complete documentation for BayesARIMAX
Functions, R codes and Examples using the BayesARIMAX R package
Some associated functions: BayesianARIMAX . 
Some associated R codes: BayesianARIMAX.R .  Full BayesARIMAX package functions and examples
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