Message-ID: <Pine.LNX.4.44.0401231648020.16952-100000@reclus.nhh.no>
Date: 2004-01-23T15:57:45Z
From: Roger Bivand
Subject: question - STARMA model (Space-Time ARMA)
In-Reply-To: <x2ektqbt2j.fsf@biostat.ku.dk>
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