Subject: [R] Does R have semiparametric package for time series

Adrian Trapletti adrian.trapletti at lmttrading.com
Sat Feb 23 08:12:04 CET 2002


>Date: Fri, 22 Feb 2002 09:48:16 -0600 (CST)
>From: sun at cae.wisc.edu
>Subject: [R] Does R have semiparametric package for time series
>
>Hello, All: I am new to R. I wonder if there is package for
nonparametric or
>semiparametric processing of time series. Thank you very much.
>
>Hongyu Sun

Have a look at package "sm" and, in particular function
"sm.autoregression".

best
Adrian


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