Dear all, there are R packages able to simulate or estimate bilinear model for time series? I know it is an open problem, but do exist something for very simplified bilinear models?
Hello Dario, well, it should be possible to estimate a bilinear model by employing nls() or optim().
Alternatively, what kinfd of non linear time series models are performed in R?
Almost any, have a look at the contributed packages "tseries" and "ts". You can as well set up your own likelihood function and solve numerically (see above). There are/should be no limitations.
If R is not able, could someone suggest me for some commercial softwares to deal with bilinear models?
by googling on "bilenear models", I found the following link, which mentions "XploRe" of Prof. H??rdle: http://www.quantlet.com/mdstat/scripts/xlg/html/xlghtmlnode53.html http://www.xplore-stat.de/index_js.html HTH, Bernhard
i'm afraid of a negative answer ... thanks in advance, Daria **************************** Daria Mendola Dipartimento di Scienze Statistiche e Matematiche "Silvio Vianelli" Universit?? di Palermo Viale delle Scienze - Edificio 13 90128 Palermo, Italia tel. +39 091 6626210 fax +39 091 485726 email: mendola at dssm.unipa.it
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