[R] SARIMA with dynlm

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Tue Jan 23 11:29:55 CET 2007


Yannig:

> Does anyone have an exemple of how to fit a SARIMA model , with a MA
> part, with the package dynlm?

This is not yet possible. Currently, dynlm() just offers the functionality
of lm() for time series data, i.e., OLS for auto-regressive models. I hope
to interface arima() one day as well, but I haven't started working on
this. So currently, just use arima() directly.

hth,
Z



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