[R] time series question

2011-06-28 Thread Albert-Jan Roskam
Hi, I have a long data file with time data that change to wide format using reshape. The data contain Values and Factors. Some values are missing but can be obtained by multiplying value of year T-1 with Factor of year T. Sometimes, multiple succesive years have no values, so the calculated

[R] Time Series question

2010-04-08 Thread Cho, Moon - BLS
Hello, I am wondering whether 'R' has a command to produce coefficient estimates for AR/MA model when variance-covariance matrix is given as an input. Thank you very much for your help, MoonJung * Moon Jung Cho Office of Survey Methods Research U.S. Bureau of Labor