RE: [R] bilinear and non linear

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From: Pfaff, Bernhard (Bernhard.Pfaff@drkw.com)
Date: Wed 12 May 2004 - 00:22:01 EST


Message-id: <18D602BD42B7E24EB810D6454A58DB900A29B900@ibfftce505.is.de.dresdnerkb.com>


>
> Dear all,
> there are R packages able to simulate or estimate bilinear
> model for time
> series?
> I know it is an open problem, but do exist something for very
> simplified
> bilinear models?

Hello Dario,

well, it should be possible to estimate a bilinear model by employing nls()
or optim().

>
> Alternatively, what kinfd of non linear time series models
> are performed
> in R?

Almost any, have a look at the contributed packages "tseries" and "ts". You
can as well set up your own likelihood function and solve numerically (see
above). There are/should be no limitations.

>
> If R is not able, could someone suggest me for some
> commercial softwares
> to deal with bilinear models?

by googling on "bilenear models", I found the following link, which mentions
"XploRe" of Prof. Härdle:

http://www.quantlet.com/mdstat/scripts/xlg/html/xlghtmlnode53.html
http://www.xplore-stat.de/index_js.html

HTH,
Bernhard

> i'm afraid of a negative answer ...
> thanks in advance,
> Daria
> ****************************
>
> Daria Mendola
> Dipartimento di Scienze Statistiche e Matematiche
> "Silvio Vianelli"
> Universitā di Palermo
> Viale delle Scienze - Edificio 13
> 90128 Palermo, Italia
> tel. +39 091 6626210
> fax +39 091 485726
> email: mendola@dssm.unipa.it
>
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