Re: [R] multivariate time series

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Fri, 18 Apr 2008 08:40:10 +0100

Hello Erin,

have you considered the package bundle "dse" on CRAN?

Best,
Bernhard

>
>Dear R People:
>
>I was looking to see if there are any functions for Vector
>ARMA modeling.
>
>I found Vector AR(p) but no Vector ARMAs.
>
>Thanks,
>Erin
>
>
>--
>Erin Hodgess
>Associate Professor
>Department of Computer and Mathematical Sciences
>University of Houston - Downtown
>mailto: erinm.hodgess_at_gmail.com
>
>______________________________________________
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>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 18 Apr 2008 - 07:42:53 GMT

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