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BayesARIMAX

Bayesian Estimation of ARIMAX Model

v0.1.1 · May 20, 2020 · GPL-3

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.

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r-devel-linux-x86_64-fedora-clang OK
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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
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r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
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r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies coda forecast BayesARIMAX

Version History

new 0.1.1 Mar 9, 2026