[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.

MP



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