Package: EXPAR
Type: Package
Title: Fitting of Exponential Autoregressive (EXPAR) Model
Version: 0.1.0
Authors@R: c(
    person("Saikath", "Das", email = "saikathdas007@gmail.com", role = c("aut", "cre")),
    person("Bishal", "Gurung", role = "aut"),
    person("Achal", "Lama", role = "aut"),
    person("KN", "Singh", role = "aut"))
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.
License: GPL-3
Imports: forecast, stats
Encoding: UTF-8
LazyData: true
NeedsCompilation: no
Packaged: 2024-05-09 00:26:01 UTC; Saikath
Author: Saikath Das [aut, cre],
  Bishal Gurung [aut],
  Achal Lama [aut],
  KN Singh [aut]
Maintainer: Saikath Das <saikathdas007@gmail.com>
Repository: CRAN
Date/Publication: 2024-05-10 13:50:11 UTC
Built: R 4.6.0; ; 2026-04-28 17:20:04 UTC; unix
