---------- message ----------
From: peter dalgaard <pdalgd@gmail.com>
Date: Tue, Jul 31, 2012 at 6:40 PM
Subject: Re: [R] cannot install RSTAR, MSVAR, and MSVECM packages
To: Ario Ario <garionet@gmail.com>
Cc: Uwe Ligges <ligges@statistik.tu-dortmund.de>


Check out the CRAN Task Views for Finance and Time Series, and the
R-SIG-Finance mailing list.

-pd

On Jul 31, 2012, at 11:17 , Ario Ario wrote:

> Hi,
> I need to do non-linear time series analysis. The models used are the
family of Threshold Auto Regressive models (TAR, SETAR, and LTAR), Smooth
Transition Auto Regressive models (STAR, LSTAR, and ESTAR), and Markov
Switching models (MS-AR, MS-VAR, and MS-VECM).
>
> For Threshold Auto Regressive models, I can use TsDyn package. But for
the rest, I cannot find any suitable packages except the one that I
couldn't install. In short, I need R-package to estimate Smooth Transition
Auto Regressive models and Markov Switching models.
>
> Regards,
> Ario
>
>
> On Tue, Jul 31, 2012 at 3:28 PM, peter dalgaard <pdalgd@gmail.com> wrote:
>
> On Jul 31, 2012, at 02:50 , Ario Ario wrote:
>
> > Hi,
> > Thank you. I've tried to find the substitute of such packages with
google, but I couldn't find any. Could you please tell me how to find it?
Sorry, I'm a beginner user of this software.
> >
>
> First explain what you want to do and where you got the idea to look for
those packages. We are a bit lost at this end if we can't tell whether STAR
is for "Smooth Transition AutoRegressive" or "Spike Train Analysis in R"...
>
> -Peter D.
>
> > Regards,
> > Ario
> >
> > On Tue, Jul 31, 2012 at 12:19 AM, Uwe Ligges <
ligges@statistik.tu-dortmund.de> wrote:
> >
> >
> > On 30.07.2012 11:42, peter dalgaard wrote:
> >
> > On Jul 30, 2012, at 11:08 , Ario Ario wrote:
> >
> > *Hi all,
> > I got problems installing RSTAR, MSVAR, and MSVECM packages. *
> >
> > No such thing exists on CRAN (nor its Archive section), so little
wonder.
> >
> > Similarly named packages exist for the Ox matrix language, though. Such
packages, however, do not readily convert themselves for use with R.
> >
> >
> >
> > ... or they have different names or have been removed from CRAN, see
e.g.:
> >
> > http://cran.r-project.org/web/packages/STAR/index.html
> >
> > http://cran.r-project.org/web/packages/MSVAR/index.html
> >
> >
> > Best,
> > Uwe Ligges
> >
>
> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes@cbs.dk  Priv: PDalgd@gmail.com
>
>
>
>
>
>
>
>
>

--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes@cbs.dk  Priv: PDalgd@gmail.com

	[[alternative HTML version deleted]]

