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help about Hannan-Rissanen model selection
2 messages · MATEMATIK ISTATISTIK, Uwe Ligges
Never ever cross post!!!
On 08.12.2011 14:51, MATEMATIK ISTATISTIK wrote:
Dear all, I am sorry , I have not enough English or I am fool to understand the helping system 1- if someone has written the code for Hannan-Rissanen model selection in ARMA models, how can I find this R module or the code ?
I just Googled for "Hannan-Rissanen R" and got several hits.
2- I wrote the algorithm and the code for the Levy driven CARMA and COGARCH models, could anybody check or verify that I have done?
Given there is someone on the list who would be interested in reviewing it: you forgot to post it!
Best regards yours sincerely R-help at r-project.org,R-help-request at r-project.org,bioc-devel at r-project.org
Interesting name you have.... Best, MATEMATIK ISTATISTIK <matematik.istatistik at gmail.com>
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