The amplitude-dependent autoregressive time series model (EXPAR) proposed by Haggan and Ozaki (1981) <doi:10.2307/2335819> 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.
| Version: | 0.1.0 |
| Imports: | forecast, stats |
| Published: | 2023-07-19 |
| DOI: | 10.32614/CRAN.package.EXPARMA |
| Author: | Bishal Gurung [aut, cre], Saikat Das [aut], Achal Lama [aut], Kn Singh [aut] |
| Maintainer: | Bishal Gurung <Bishal.Gurung at icar.gov.in> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | EXPARMA results |
| Reference manual: | EXPARMA.pdf |
| Package source: | EXPARMA_0.1.0.tar.gz |
| Windows binaries: | r-devel: EXPARMA_0.1.0.zip, r-release: EXPARMA_0.1.0.zip, r-oldrel: EXPARMA_0.1.0.zip |
| macOS binaries: | r-devel (arm64): EXPARMA_0.1.0.tgz, r-release (arm64): EXPARMA_0.1.0.tgz, r-oldrel (arm64): EXPARMA_0.1.0.tgz, r-devel (x86_64): EXPARMA_0.1.0.tgz, r-release (x86_64): EXPARMA_0.1.0.tgz, r-oldrel (x86_64): EXPARMA_0.1.0.tgz |
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