[R] Beveridge Nelson Decomposition

Shruthi Jayaram shruthi.jayaram.85 at gmail.com
Mon Feb 2 14:16:59 CET 2009


Would anyone know if it is possible to run a Beveridge Nelson decomposition
of a univariate time series object in R? I searched in the help files but
didn't come across any potential methods.

Thanks very much,

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