Is there any package for Vector Auto-regressive with exogenous variable other than fastVAR?
Package dse also does vector auto-regression with exogenous variables (and also vector ARMA and state-space models with exogenous variables). But I don't understand what you mean by "not taking the base in the model" so I don't know if it will solve your problem. Paul
On 12-10-04 06:00 AM, r-help-request at r-project.org wrote:
Date: Wed, 3 Oct 2012 23:08:54 -0700 (PDT) From: Sankalp<sankalpsingh85 at gmail.com> To:r-help at r-project.org Subject: [R] Is there any package for Vector Auto-regressive with exogenous variable other than fastVAR? Message-ID:<1349330934183-4644964.post at n4.nabble.com> Content-Type: text/plain; charset=us-ascii Is there any package for Vector Auto-regressive with exogenous variable other than fastVAR? Because it is not able to solve my problem of not taking the base in the model. Please suggest some appropriate solution!!!! -- View this message in context:http://r.789695.n4.nabble.com/Is-there-any-package-for-Vector-Auto-regressive-with-exogenous-variable-other-than-fastVAR-tp4644964.html Sent from the R help mailing list archive at Nabble.com.