[R] Regression - how to deal with past values?

[Mark Difford]

On Aug 16, 2011 Eduardo M. A. M.Mendes wrote:

> Can I gather from your email that there is nothing available on R that
> deals 
> with dynamic models (k-step ahead and free-run)?

Eduardo,

There may be others, but try package dlm (Bayesian and Likelihood Analysis
of Dynamic Linear Models) by Giovanni Petris

Regards, Mark.

-----
Mark Difford (Ph.D.)
Research Associate
Botany Department
Nelson Mandela Metropolitan University
Port Elizabeth, South Africa
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