Re: R-alpha: MA and AR generator

Paul Gilbert (la-jassine@aix.pacwan.net)
Fri, 17 Jan 1997 00:56:51 -0400


Date: Fri, 17 Jan 1997 00:56:51 -0400
To: Liang Lu <llu1@airmail.net>
From: Paul Gilbert <la-jassine@aix.pacwan.net>
Subject: Re: R-alpha: MA and AR generator

>Is there MA or MR generator in R? Please email me if you have info.
>Thanks,
>Liang

A very large part of my multivariate time series library is now working
under R, but is not cleaned up and I have not yet organized installation
scripts. The library includes multivariate ARMA and state-space simulation
routines. For more details on the capabilities of the library see
www.bank-banque-canada.ca/pgilbert but beware that the code at that web site
does not work under R.

Paul Gilbert

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