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EXPARMA  

Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model
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]
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 07 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited EXPARMA R package
View EXPARMA citation profile
Other R packages that EXPARMA depends, imports, suggests or enhances
Complete documentation for EXPARMA
Functions, R codes and Examples using the EXPARMA R package
Full EXPARMA package functions and examples
Downloads during the last 30 days
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