[R] How to generate an autoregressive distributed lag model?

Maxim Podberezovikov elquebailagana at mail.ru
Tue Jun 22 12:37:13 CEST 2010


Dear All,

I have a short question. 

Is there any readily available function that could generate either an ARMAX model or, more generally, an 
AutoRegressive Distributed Lag model?

I am looking for a function that is similar to armaSim() function in fArma package.

Thank you.

MP



More information about the R-help mailing list