question - STARMA model (Space-Time ARMA)
On 23 Jan 2004, Peter Dalgaard wrote:
Wassim Kamoum <kamoun_wassim at yahoo.fr> writes:
Hello I was looking for the source code for the new arima procedure the STARMA model (Space-Time ARMA) If somebody have the source code of this model please send me them I'm student and in my research for my master I'm appling the STARMA model for modelling the pollutant particules. It's very important Thank you.
R is Open Source software. All source code is available. In this case the code is part of the R sources which you can get at http://cran.r-project.org/src/base/R-1.8.1.tgz or if you just need to look at a single file, use the viewcvs feature as in http://cvs.r-project.org/cgi-bin/viewcvs.cgi/R/src/library/stats/src/starma.c
Although looking at sources is necessary and usually helpful, I think the "s" here is seasonal not spatial, unfortunately. I'm not aware of any implementation of the Pfeiffer/Deutsch spatiotemporal ARMA in Technometrics.
Roger Bivand Econonic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Breiviksveien 40, N-5045 Bergen, Norway, voice: +47-55959355, fax: +47-55959393; Roger.Bivand at nhh.no