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EXPARMA
View on CRAN: Click
here
Download and install EXPARMA package within the R console
Install from CRAN:
install.packages("EXPARMA")
Install from Github:
library("remotes")
install_github("cran/EXPARMA") Install by package version:
library("remotes")
install_version("EXPARMA", "0.1.0") Attach the package and use:
library("EXPARMA")
Maintained by
Bishal Gurung
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-19
Latest Update: 2023-07-19
Description:
The amplitude-dependent autoregressive time series model (EXPAR) proposed by Haggan and Ozaki (1981) 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.
How to cite:
Bishal Gurung (2023). EXPARMA: Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model. R package version 0.1.0, https://cran.r-project.org/web/packages/EXPARMA. Accessed 04 Jul. 2026.
Previous versions and publish date:
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