[R-sig-finance] VAR, VECM, Kalman,... non-R software

[Daltonmota at aol.com]

I used e-views in grad school, and i use it professionaly.
Im planning on use R for time series analyses, since its easier to write functions, but my preliminary research found that parameters estimation of a VAR or VEC differ very much from each software, even with the same specifications. I have to figure out whats going on so to use R as a major software for time series.

Dalton.