, 2011 10:36 AM
To: r-help@r-project.org
Subject: [R] Varma models in the dse package
Hi,
I tried to run the VARMA model in the dse package. I specified a model:
arma
A(L) =
1+0.244L10+0.05L1
0-0.325L11-0.234L1
B(L) =
1-0.277L10+0.211L1
0-0.206L11+0.238L1
and have
Hi,
I tried to run the VARMA model in the dse package. I specified a model:
arma
A(L) =
1+0.244L10+0.05L1
0-0.325L11-0.234L1
B(L) =
1-0.277L10+0.211L1
0-0.206L11+0.238L1
and have a TSdata object:
dfdata
output data:
Series 1 Series 2
1 difex2 difem2
but I get this warning
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