Message-ID: <000c01c24c2a$8dbc23d0$0100000a@casa1>
Date: 2002-08-25T11:28:33Z
From: Ricardo Gonçalves
Subject: Time Series
Dear Users,
My problem concernes on time series and unit roots.
The issues are the following:
1- My time series has a lack of 10 observations (missing data). There are
some R package that could impute missing data for dependent time series?
2- The packs ts and tseries has various Unit root test procedures, however I
not able to find a package that could test for Unit roots in presence of
more than one structural break.
Ricardo Gon?alves Silva
Universidade de S?o Paulo-USP
Instituto de Ci?ncias Matem?ticas-ICMC
Departamento de Estat?stica
www.icmc.usp.br/~ricardo
www.macroeconometrics.hpg.com.br
---
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._