Re: [R] partial autoregression matrix function

From: Paul Gilbert <pgilbert_at_bank-banque-canada.ca>
Date: Tue 05 Jul 2005 - 04:59:08 EST

Samuel E. Kemp wrote:
> Hi,
>
> Does anyone know of a function in R that is capable of calculating the
> partial autoregression matrix function for vector autoregressive moving
> average (VARMA) models?
?pacf

>
> The dse package has functions capable of simulating and estimating
> VARMA models, but I did not notice a function for model identification.

In dse you might also look at
?checkResiduals
?informationTests

Paul Gilbert
>
> Any help would be greatly appreciated.
>
> Kind regards,
>
> Sam.
>
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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 Received on Tue Jul 05 05:11:19 2005

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