The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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 |
| 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-release (arm64): EXPARMA_0.1.0.tgz, r-oldrel (arm64): EXPARMA_0.1.0.tgz, r-release (x86_64): EXPARMA_0.1.0.tgz, r-oldrel (x86_64): EXPARMA_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=EXPARMA to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.