[R] How to generate an autoregressive distributed lag model?

From: Maxim Podberezovikov <elquebailagana_at_mail.ru>
Date: Tue, 22 Jun 2010 14:37:13 +0400

Dear All,

I have a short question.

Is there any readily available function that could generate either an ARMAX model or, more generally, an AutoRegressive Distributed Lag model?

I am looking for a function that is similar to armaSim() function in fArma package.

Thank you.


R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 22 Jun 2010 - 10:42:02 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 22 Jun 2010 - 11:20:34 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive