I am new to R-system. I have found time series modeling package whereby ARIMA model can be developed. I would like to know if there exists some package within R-system whereby parameters of transfer function model can be estimated using the preliminaraly identified model. Any sort of help in this regard will be highly appreciated. MG __________________________________________________ Do You Yahoo!? Make international calls for as low as $.04/minute with Yahoo! Messenger http://phonecard.yahoo.com/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
ARIMAX
2 messages · Mahesh Gautam, Paul Gilbert
1 day later
MG>I would like to know if there exists some package MG>within R-system whereby parameters of transfer MG>function model can be estimated using the MG>preliminaraly identified model. The dse package on CRAN handles multivariate ARIMAX models and in the most recent version maximum likelihood can be done using optim() and starting with a preliminary identified model. ARIMAX models are similar in many respects to transfer function models (some would say identical), but transfer functions are also sometimes associated with continuous time and frequency domain techniques, and these are not implemented in dse. Paul Gilbert -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._