[R] time-series packages

From: David Kaplan <dkaplan_at_education.wisc.edu>
Date: Fri 29 Sep 2006 - 03:00:03 GMT


Are there R packages that perform time-series analyses - particularly estimation of ARIMA models along with unit-root tests? I know that FinMetrics in the S-Plus program will do it, but I'm looking for R packages, as well any reference material for estimating time-series' models in R.

Thanks in advance,


David Kaplan, Ph.D.
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room 1061
1025 W. Johnson Street
Madison, WI 53706

email: dkaplan@education.wisc.edu
Web:   http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
Phone: 608-262-0836
Fax:   608-262-0843

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Received on Fri Sep 29 13:04:30 2006

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