Samuel E. Kemp wrote: > Hi, > > Does anyone know of a function in R that is capable of calculating the > partial autoregression matrix function for vector autoregressive moving > average (VARMA) models? ?pacf
> > The dse package has functions capable of simulating and estimating > VARMA models, but I did not notice a function for model identification. In dse you might also look at ?checkResiduals ?informationTests Paul Gilbert > > Any help would be greatly appreciated. > > Kind regards, > > Sam. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
