On Mon, 13 Nov 2006 15:42:06 -0600 David Kaplan wrote: > Hi all, > > I'm looking for R packages that estimate multivariate time-series > models or vector-autoregression (VAR) time-series models.
The Econometrics task view at http://CRAN.R-project.org/src/contrib/Views/Econometrics.html has in the "Time-series modelling" section: For estimating VAR models, several methods are available: simple models can be fitted by ar() in stats, more elaborate models are provided package vars, estVARXls() in dse and a Bayesian approach is available in MSBVAR. hth, Z > Thanks > > David > > > -- > =========================================================================== > David Kaplan, Ph.D. > Professor > Department of Educational Psychology > University of Wisconsin - Madison > Educational Sciences, Room, 1061 > 1025 W. Johnson Street > Madison, WI 53706 > > email: [EMAIL PROTECTED] > homepage: > http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm > Phone: 608-262-0836 > > ______________________________________________ > [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. > ______________________________________________ [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.
