Hallo to everyone,
is there anyone that could kindly indicate me a package or a function to deal
with Autoregressive Distributed Lag Models, e.g.
y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h * y_(t-h)
+ e_t
Thank you,
Paolo
--
Paolo Bulla
Istituto di Metodi
Check out:
?arima
Also:
http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf
http://cran.r-project.org/src/contrib/Views/
Depending on what you need the dyn package, not mentioned in
the above, may also be useful.
On 7/25/05, Paolo Bulla [EMAIL PROTECTED] wrote:
Hallo to everyone,
