[R] Econometrics Packages On R

Vito Ricci vito_ricci at yahoo.com
Mon Jul 26 13:38:25 CEST 2004


Dear Allan,
I still use R principally in ts analysis. Tha main
packages I employ are: ts, tseries, ast (it supplies
some helpfull functions and can be downloaded from
CRAN) and lmtest. Just in this period I preparing a
summary of functions involved in ts analysis grouped
by  goal. I would send this short document to CRAN in
next weeks when I end it. If you wish I'll send you a
copy.

Other functions can be found in:

Rmetrics which is a collection of functions which may
be useful for teaching "Financial Engineering" and
"Computational Finance".

See:

http://www.itp.phys.ethz.ch/econophysics/R/

Cordially

Vito


Hello,

I have just started using R, maybe more like learning
it. I am 
interested in using it for Time Series Analysis and I
wanted to know if 
anyone was familiar with packages other than TS that
might be appropriate.

Allan

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