On Thu, 22 Jul 2004 18:48:44 -0700 Spencer Graves wrote: > A search -> "R site search" from www.r-project.org for "vector > autoregression" produced documentation of an "mAr" package for vector > autoregression. Beyond this, a search for "kalman filter time series" > produced 29 hits, most of which looked to me to be potentially > relevant. Have you looked at these?
In addition, simple VAR models can also be fitted by ar(), e.g. by OLS. hth, Z > Hope this helps. spencer graves > p.s. PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > Nirav Mehta wrote: > > > I have not been able to find any programs for running vector > > autoregressions with R. I am interested in running Bayesian VARs and > > also running VARs that run all combinations of variables in the > > vector. Is anyone currently developing this? > > > > -Nirav Mehta > > > > ______________________________________________ > > [EMAIL PROTECTED] mailing list > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
