Re: [R] SARIMA with dynlm

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Tue 23 Jan 2007 - 10:29:55 GMT


Yannig:

> Does anyone have an exemple of how to fit a SARIMA model , with a MA
> part, with the package dynlm?

This is not yet possible. Currently, dynlm() just offers the functionality of lm() for time series data, i.e., OLS for auto-regressive models. I hope to interface arima() one day as well, but I haven't started working on this. So currently, just use arima() directly.

hth,
Z



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