[R] partial autoregression matrix function

[Paul Gilbert]

Samuel E. Kemp wrote:
> Hi,
> 
> 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?
?pacf

> 
> 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
?checkResiduals
?informationTests

Paul Gilbert
> 
> Any help would be greatly appreciated.
> 
> Kind regards,
> 
> Sam.
> 
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