Re: [R] Autoregressive Distributed Lag Models

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon 25 Jul 2005 - 20:26:26 EST

Check out:

?arima

Also:

http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf http://cran.r-project.org/src/contrib/Views/

Depending on what you need the dyn package, not mentioned in the above, may also be useful.

On 7/25/05, Paolo Bulla <paolo.bulla@unibocconi.it> wrote:
>
> Hallo to everyone,
>
> is there anyone that could kindly indicate me a package or a function to deal
> with Autoregressive Distributed Lag Models, e.g.
>
> y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h * y_(t-h)
> + e_t
>
> Thank you,
> Paolo
>
> --
> Paolo Bulla
>
> Istituto di Metodi Quantitativi
> UniversitÓ "L. Bocconi"
> Tel. +39 02.5836.5651
> viale Isonzo 25
> 20136 Milano
> paolo.bulla@unibocconi.it
>
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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 Mon Jul 25 20:30:25 2005

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