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 530 times in the last 30 days. This could be a paper that people cite without reading. Reaching the medium popularity echelon is no small feat! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.

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0 downloadsDec 8, 2024
0 downloadsDec 9, 2024
0 downloadsDec 10, 2024
0 downloadsDec 11, 2024
0 downloadsDec 12, 2024
0 downloadsDec 13, 2024
39 downloadsDec 14, 2024
1 downloadsDec 15, 2024
5 downloadsDec 16, 2024
41 downloadsDec 17, 2024
7 downloadsDec 18, 2024
6 downloadsDec 19, 2024
39 downloadsDec 20, 2024
5 downloadsDec 21, 2024
10 downloadsDec 22, 2024
49 downloadsDec 23, 2024
2 downloadsDec 24, 2024
4 downloadsDec 25, 2024
39 downloadsDec 26, 2024
4 downloadsDec 27, 2024
4 downloadsDec 28, 2024
40 downloadsDec 29, 2024
1 downloadsDec 30, 2024
3 downloadsDec 31, 2024
45 downloadsJan 1, 2025
7 downloadsJan 2, 2025
17 downloadsJan 3, 2025
43 downloadsJan 4, 2025
5 downloadsJan 5, 2025
11 downloadsJan 6, 2025
41 downloadsJan 7, 2025
4 downloadsJan 8, 2025
10 downloadsJan 9, 2025
43 downloadsJan 10, 2025
2 downloadsJan 11, 2025
3 downloadsJan 12, 2025
0 downloadsJan 13, 2025
0 downloadsJan 14, 2025
0 downloadsJan 15, 2025
0 downloadsJan 16, 2025
0 downloadsJan 17, 2025
0 downloadsJan 18, 2025
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Last 365 days

This package has been downloaded 4,695 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 55 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