On 28 September 2006 at 22:00, David Kaplan wrote: | Greetings, | | Are there R packages that perform time-series analyses - particularly | estimation of ARIMA models along with unit-root tests? I know that | FinMetrics in the S-Plus program will do it, but I'm looking for R | packages, as well any reference material for estimating time-series' | models in R.
You could start here for an overview: http://cran.us.r-project.org/src/contrib/Views/Econometrics.html and there is some overlap regarding time series with this one: http://cran.us.r-project.org/src/contrib/Views/Finance.html Hth, Dirk -- Hell, there are no rules here - we're trying to accomplish something. -- Thomas A. Edison ______________________________________________ [email protected] mailing list 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.
