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betaARMA
View on CRAN: Click
here
Download and install betaARMA package within the R console
Install from CRAN:
install.packages("betaARMA")
Install from Github:
library("remotes")
install_github("cran/betaARMA") Install by package version:
library("remotes")
install_version("betaARMA", "1.2.0") Attach the package and use:
library("betaARMA")
Maintained by
Everton da Costa
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First Published: 2026-03-29
Latest Update: 2026-03-29
Description:
Fits Beta Autoregressive Moving Average (BARMA) models for time series data distributed in the standard unit interval (0, 1). The estimation is performed via the conditional maximum likelihood method using the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton algorithm. The package includes tools for model fitting, diagnostic checking, and forecasting. Based on the work of Rocha and Cribari-Neto (2009) <doi:10.1007/s11749-008-0112-z> and the associated erratum Rocha and Cribari-Neto (2017) <doi:10.1007/s11749-017-0528-4>. The original code was developed by Fabio M. Bayer.
How to cite:
Everton da Costa (2026). betaARMA: Beta Autoregressive Moving Average Models. R package version 1.2.0, https://cran.r-project.org/web/packages/betaARMA. Accessed 03 Oct. 2026.
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