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, but I haven't started working on this. So currently, just use arima() directly. hth, Z ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
