SARIMA with dynlm
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