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.

Version: 0.1.1
Depends: R (≥ 3.3.0), coda, forecast
Published: 2020-05-20
DOI: 10.32614/CRAN.package.BayesARIMAX
Author: Achal Lama [aut, cre], Kn Singh [aut], Bishal Gurung [aut]
Maintainer: Achal Lama <achal.lama at>
License: GPL-3
NeedsCompilation: no
In views: Bayesian, TimeSeries
CRAN checks: BayesARIMAX results


Reference manual: BayesARIMAX.pdf


Package source: BayesARIMAX_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BayesARIMAX_0.1.1.tgz, r-oldrel (arm64): BayesARIMAX_0.1.1.tgz, r-release (x86_64): BayesARIMAX_0.1.1.tgz, r-oldrel (x86_64): BayesARIMAX_0.1.1.tgz
Old sources: BayesARIMAX archive


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