EXPARMA
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Software:5983395
Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model
Saikat Das, Kn Singh, Achal Lama, Bishal Gurung
Last update: 19 July 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.1.0
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.
This page was built for software: EXPARMA
