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EXPAR
View on CRAN: Click
here
Download and install EXPAR package within the R console
Install from CRAN:
install.packages("EXPAR")
Install from Github:
library("remotes")
install_github("cran/EXPAR")
Install by package version:
library("remotes")
install_version("EXPAR", "0.1.0")
Attach the package and use:
library("EXPAR")
Maintained by
Saikath Das
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[Scholar Profile | Author Map]
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First Published: 2024-05-10
Latest Update: 2024-05-10
Description:
The amplitude-dependent exponential autoregressive (EXPAR) time series model, initially proposed by Haggan and Ozaki (1981) <doi:10.2307/2335819> has been implemented in this package. Throughout various studies, the model has been found to adequately capture the cyclical nature of datasets. Parameter estimation of such family of models has been tackled by the approach of minimizing the residual sum of squares (RSS). Model selection among various candidate orders has been implemented using various information criteria, viz., Akaike information criteria (AIC), corrected Akaike information criteria (AICc) and Bayesian information criteria (BIC). An illustration utilizing data of egg price indices has also been provided.
How to cite:
Saikath Das (2024). EXPAR: Fitting of Exponential Autoregressive (EXPAR) Model. R package version 0.1.0, https://cran.r-project.org/web/packages/EXPAR. Accessed 07 Nov. 2024.
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