| Name : R-EXPAR
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 3.2
| Date : 2024-08-05 22:01:10
|
| Group : Development/Libraries/Other
| Source RPM : R-EXPAR-0.1.0-3.2.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Fitting of Exponential Autoregressive (EXPAR) Model
|
Description :
The amplitude-dependent exponential autoregressive (EXPAR) time series
model, initially proposed by Haggan and Ozaki (1981)
< doi:10.2307/2335819> has been implemented in this package. Throughout
various studies, the model has been found to adequately capture the
cyclical nature of datasets. Parameter estimation of such family of
models has been tackled by the approach of minimizing the residual sum
of squares (RSS). Model selection among various candidate orders has
been implemented using various information criteria, viz., Akaike
information criteria (AIC), corrected Akaike information criteria
(AICc) and Bayesian information criteria (BIC). An illustration
utilizing data of egg price indices has also been provided.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
