[R-sig-Geo] Is there a command to run SARMA on the spdep?
Roger.Bivand at nhh.no
Wed May 21 19:15:55 CEST 2008
On Wed, 21 May 2008, Juan Tomas Sayago wrote:
> I have been using spdep for a short time, but I am learning the advantages
> from the package I would like to know if its possible to run a SARMA in the
No, if you mean a two parameter ML fit of a simultaneous autoregressive
model and a simultaneous moving average model at the same time. Why would
you want to do that, can you motivate the choice based on the behaviour of
the data generating process? The most common cause of the spatial
dependence of model residuals is, after all, model misspecification.
> Thanks for your attention.
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no
More information about the R-sig-Geo