From: Spencer Graves <spencer.graves_at_pdf.com>

Date: Mon 04 Sep 2006 - 06:28:22 GMT

R-help@stat.math.ethz.ch 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 Mon Sep 04 17:45:37 2006

Date: Mon 04 Sep 2006 - 06:28:22 GMT

Have you tried 'RSiteSearch("multivariate autoregression", "functions")'? This produced 14 hits for me just now, the first of which mentions a package 'MSBVAR'. Have you looked at that?

Hope this helps. Spencer Graves

Arun Kumar Saha wrote:

*> Dear R users,
**>
**> I am using mAr package to fit a Vector autoregressive model to my data. But
**> here I want to put some predetermined values for some elements in
**> coefficient matrix that mAr.est going to estimate. For example if p=3 then I
**> want to put A3[1,3] = 0 and keep rest of the elements of coefficient
**> matrices to be determined by mAr.est.
**>
**> Can anyone please tell me how can I do that?
**>
*

> Sincerely yours,

*> Arun
**>
**> [[alternative HTML version deleted]]
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch 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.
**>
*

R-help@stat.math.ethz.ch 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 Mon Sep 04 17:45:37 2006

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