> > Dear all, > there are R packages able to simulate or estimate bilinear > model for time > series? > I know it is an open problem, but do exist something for very > simplified > bilinear models?
Hello Dario, well, it should be possible to estimate a bilinear model by employing nls() or optim(). > > Alternatively, what kinfd of non linear time series models > are performed > in R? Almost any, have a look at the contributed packages "tseries" and "ts". You can as well set up your own likelihood function and solve numerically (see above). There are/should be no limitations. > > If R is not able, could someone suggest me for some > commercial softwares > to deal with bilinear models? by googling on "bilenear models", I found the following link, which mentions "XploRe" of Prof. Härdle: http://www.quantlet.com/mdstat/scripts/xlg/html/xlghtmlnode53.html http://www.xplore-stat.de/index_js.html HTH, Bernhard > i'm afraid of a negative answer ... > thanks in advance, > Daria > **************************** > > Daria Mendola > Dipartimento di Scienze Statistiche e Matematiche > "Silvio Vianelli" > Universitā di Palermo > Viale delle Scienze - Edificio 13 > 90128 Palermo, Italia > tel. +39 091 6626210 > fax +39 091 485726 > email: [EMAIL PROTECTED] > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > -------------------------------------------------------------------------------- The information contained herein is confidential and is inte...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html