EXPAR

Fitting of Exponential Autoregressive (EXPAR) Model

CRAN Package

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.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release05/10/2024

Documentation


Team


Insights

Last 30 days

This package has been downloaded 484 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 14 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
52 downloadsMar 4, 2025
8 downloadsMar 5, 2025
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5 downloadsMar 7, 2025
48 downloadsMar 8, 2025
1 downloadsMar 9, 2025
2 downloadsMar 10, 2025
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47 downloadsMar 28, 2025
1 downloadsMar 29, 2025
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3 downloadsMar 31, 2025
55 downloadsApr 1, 2025
14 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,255 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jan 30, 2025 with 65 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports1 package