SBAGM

0.1.0

Search Best ARIMA, GARCH, and MS-GARCH Model

0packages depend

2.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Rajeev Ranjan KumarFirst published 2020-10-281 releasesCRAN page ↗

Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). doi:10.1093/jjfinec/nbh020, Bollerslev T (1986). doi:10.1016/0304-4076(86)90063-1.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("SBAGM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-sbagm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-SBAGM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 7.3 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

2.2K

CRAN downloads in the past year

Rank #20,398 · ~6/day · ~187/mo

SBAGM Releases R versions

Daily download trend is not available in this view yet.

18730 days

57290 days

2.2K1 year

Compare downloads with other packages →

Also on89 r2u11 autocran

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (3)

MSGARCH forecast rugarch

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Rajeev Ranjan Kumar

Author, Maintainer

Authors (2)

Rajeev Ranjan Kumar

Author, Maintainer

Girish Kumar Jha

Author, Thesis advisor, Contributor

Contributors (3)

Girish Kumar Jha

Author, Thesis advisor, Contributor

Neeraj Budhlakoti

Contributor

Dwijesh C. Mishra

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2020-10-28
Total releases: 1 / 6 yrs
License: GPL-3 OSI
Download size: 6.5 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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