Hi all, I was wondering if there is a function available in any of the R add-on packages that could be used to fit a STARIMA (Phillip E. Pfeifer and Stuart Jay Deutsch. (1980). "A STARIMA Model-Building Procedure with Application to Description and Regional Forecasting," Transactions of the Institute of British Geographers 5(3), 330-349.) model? Thanks, Rajesh.
Function to fit a STARIMA model
2 messages · Rajesh Krishnan, Roger Bivand
On Thu, 14 Dec 2006, Rajesh Krishnan wrote:
Hi all, I was wondering if there is a function available in any of the R add-on packages that could be used to fit a STARIMA (Phillip E. Pfeifer and Stuart Jay Deutsch. (1980). "A STARIMA Model-Building Procedure with Application to Description and Regional Forecasting," Transactions of the Institute of British Geographers 5(3), 330-349.) model?
I'm afraid there is no such function. The approach has been used very little since it was proposed, and probably more work has been done on spatial panel models (not yet in R) and in the hierarchical model framework (again not yet in R, although the spBayes package may offer some possibilities).
Thanks, Rajesh.
Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no