[R] time-series packages
David Kaplan
dkaplan at education.wisc.edu
Fri Sep 29 05:00:03 CEST 2006
Greetings,
Are there R packages that perform time-series analyses - particularly
estimation of ARIMA models along with unit-root tests? I know that
FinMetrics in the S-Plus program will do it, but I'm looking for R
packages, as well any reference material for estimating time-series'
models in R.
Thanks in advance,
David
--
========================================================================
David Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room 1061
1025 W. Johnson Street
Madison, WI 53706
email: dkaplan at education.wisc.edu
Web: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
Phone: 608-262-0836
Fax: 608-262-0843
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