[R] help about Hannan-Rissanen model selection

[Uwe Ligges]

Never ever cross post!!!


On 08.12.2011 14:51, MATEMATIK ISTATISTIK wrote:
> Dear all,
>
> I am sorry , I have not enough English or I am fool to understand the
> helping system
>
> 1- if someone has written the code for Hannan-Rissanen model selection in
> ARMA models,
>
> how can I find this R module or the code ?


I just Googled for "Hannan-Rissanen R" and got several hits.


> 2- I wrote the algorithm and the code for the Levy driven CARMA and COGARCH
> models,
>
> could anybody check or verify that I have done?

Given there is someone on the list who would be interested in reviewing 
it: you forgot to post it!



> Best regards
>
> yours sincerely
>
> R-help at r-project.org,R-help-request at r-project.org,bioc-devel at r-project.org


Interesting name you have....

Best,
MATEMATIK ISTATISTIK <matematik.istatistik at gmail.com>



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