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Please use this identifier to cite or link to this item:
http://krishi.icar.gov.in/jspui/handle/123456789/44702
Title: | BayesARIMAX: Bayesian Estimation of ARIMAX Model |
Other Titles: | Not Available |
Authors: | Achal Lama KN Singh Bishal Gurung |
ICAR Data Use Licennce: | http://krishi.icar.gov.in/PDF/ICAR_Data_Use_Licence.pdf |
Author's Affiliated institute: | ICAR::Indian Agricultural Statistics Research Institute |
Published/ Complete Date: | 2020-05-20 |
Project Code: | Not Available |
Keywords: | Bayesian Multivariate time series ARIMAX |
Publisher: | CRAN |
Citation: | Not Available |
Series/Report no.: | Not Available; |
Abstract/Description: | 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. |
Description: | 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. |
ISSN: | Not Available |
Type(s) of content: | Software Code or Macro |
Sponsors: | Not Available |
Language: | English |
Name of Journal: | Not Available |
NAAS Rating: | Not Available |
Volume No.: | Not Available |
Page Number: | Not Available |
Name of the Division/Regional Station: | Not Available |
Source, DOI or any other URL: | https://cran.r-project.org/web/packages/BayesARIMAX/BayesARIMAX.pdf |
URI: | http://krishi.icar.gov.in/jspui/handle/123456789/44702 |
Appears in Collections: | AEdu-IASRI-Publication |
Files in This Item:
File | Description | Size | Format | |
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BayesARIMAX.pdf | 81.53 kB | Adobe PDF | View/Open |
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