[R] bilinear and non linear
Pfaff, Bernhard
Bernhard.Pfaff at drkw.com
Tue May 11 16:22:01 CEST 2004
>
> Dear all,
> there are R packages able to simulate or estimate bilinear
> model for time
> series?
> I know it is an open problem, but do exist something for very
> simplified
> bilinear models?
Hello Dario,
well, it should be possible to estimate a bilinear model by employing nls()
or optim().
>
> Alternatively, what kinfd of non linear time series models
> are performed
> in R?
Almost any, have a look at the contributed packages "tseries" and "ts". You
can as well set up your own likelihood function and solve numerically (see
above). There are/should be no limitations.
>
> If R is not able, could someone suggest me for some
> commercial softwares
> to deal with bilinear models?
by googling on "bilenear models", I found the following link, which mentions
"XploRe" of Prof. Härdle:
http://www.quantlet.com/mdstat/scripts/xlg/html/xlghtmlnode53.html
http://www.xplore-stat.de/index_js.html
HTH,
Bernhard
> i'm afraid of a negative answer ...
> thanks in advance,
> Daria
> ****************************
>
> Daria Mendola
> Dipartimento di Scienze Statistiche e Matematiche
> "Silvio Vianelli"
> Università di Palermo
> Viale delle Scienze - Edificio 13
> 90128 Palermo, Italia
> tel. +39 091 6626210
> fax +39 091 485726
> email: mendola at dssm.unipa.it
>
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