[R-sig-Geo] Is there a command to run SARMA on the spdep?

Roger Bivand 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
> package.

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.
> Juan

Roger Bivand
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

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