[R] partial autoregression matrix function
pgilbert at bank-banque-canada.ca
Mon Jul 4 20:59:08 CEST 2005
Samuel E. Kemp wrote:
> Does anyone know of a function in R that is capable of calculating the
> partial autoregression matrix function for vector autoregressive moving
> average (VARMA) models?
> The dse package has functions capable of simulating and estimating
> VARMA models, but I did not notice a function for model identification.
In dse you might also look at
> Any help would be greatly appreciated.
> Kind regards,
> R-help at stat.math.ethz.ch mailing list
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