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Description

Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model.

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.
Metadata

Version

0.1.0

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
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    MMIXware
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