[R] SARIMA with dynlm

2007-01-23 Thread yannig goude
Does anyone have an exemple of how to fit a SARIMA model , with a MA part, with the package dynlm? Best regards. - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing

Re: [R] SARIMA with dynlm

2007-01-23 Thread Achim Zeileis
Yannig: Does anyone have an exemple of how to fit a SARIMA model , with a MA part, with the package dynlm? This is not yet possible. Currently, dynlm() just offers the functionality of lm() for time series data, i.e., OLS for auto-regressive models. I hope to interface arima() one day as well,