Dear list,
I am urgently searching an implementation of the classical innovations
algorithm (see, e.g. Brockwell and Davis, Time Series: Theory and
Methods) for time series prediction to be used with R (which
unfortunately doesn't have this algorithm
implemented).
Mohamed
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org 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.
