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: 2026-10-09 09:16:43 UTC; root
Author: Saikath Das [aut, cre], Bishal Gurung [aut], Achal Lama [aut],
        KN Singh [aut]
Maintainer: Saikath Das <saikathdas007@gmail.com>
Repository: https://saikathd.r-universe.dev
Date/Publication: 2024-05-11 02:33:41 UTC
RemoteUrl: https://github.com/cran/EXPAR
RemoteRef: HEAD
RemoteSha: e527d3301a736261e59d0d8c5ca889bec3135fce