BayesARIMAX
Bayesian Estimation of ARIMAX Model
The Autoregressive Integrated Moving Average (ARIMA) model is very popular univariate time series model. Its application has been widened by the incorporation of exogenous variable(s) (X) in the model and modified as ARIMAX by Bierens (1987) <doi:10.1016/0304-4076(87)90086-8>. In this package we estimate the ARIMAX model using Bayesian framework.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | BayesARIMAX_0.1.1.tar.gz |
14.2 KiB |
0.1.1 |
rolling linux/noble R-4.5 | BayesARIMAX_0.1.1.tar.gz |
14.1 KiB |
0.1.1 |
rolling source/ R- | BayesARIMAX_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
latest linux/jammy R-4.5 | BayesARIMAX_0.1.1.tar.gz |
14.2 KiB |
0.1.1 |
latest linux/noble R-4.5 | BayesARIMAX_0.1.1.tar.gz |
14.1 KiB |
0.1.1 |
latest source/ R- | BayesARIMAX_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-26 source/ R- | BayesARIMAX_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-23 source/ R- | BayesARIMAX_0.1.1.tar.gz |
2.7 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | BayesARIMAX_0.1.1.zip |
17.2 KiB |
0.1.1 |
2025-04-20 source/ R- | BayesARIMAX_0.1.1.tar.gz |
2.7 KiB |