[R-sig-Geo] spatio-temporal simultaneous autoregression model

[Roger Bivand]

On Wed, 6 Aug 2014, stevenhuyi wrote:

> Hi everyone,
>
> It seems that there is no specific R package to implement the space-time SAR
> model. I happend to find an article entitled "Spatio-temporal regression
> models for deforestation in the Brazilian Amazon" (literature information:
> STDM 2011, The International Symposium on Spatial-Temporal Analysis and Data
> Mining, University College London - 18th-20th July 2011), in which
> spatio-temporal SAR models were implemented by package spautolm.

spautolm is a function in the spdep package, and fits cross-sectional 
simultaneous autoregressive models. Its use with the spatial weights 
matrix multiplied by Kronecker product corresponds to the use of the splm 
package to fit a spatial panel error model. Try that package and its 
accompanying JSS paper if your space-time data are balanced.

Roger

> Unfortunately, the codes were not provided. Has anyone ever used this
> package or any other package to implement the space-time SAR model? Any
> response will be much appreciated!
>
> With regards
>
> Yi Hu
>
> Assistant Professor
> Department of Epidemiology
> Fudan University
>
>
>
> --
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>
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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 91 00
e-mail: Roger.Bivand at nhh.no