I'm actually working on package for R called dynamo which allows to estimate univaraite MEMs. The package is on CRAN but on windows there are some CRAN dependent linking problems which have to be solved. However, I have a version of the package for windows that runs. The packages is still under development but estimation, inference, prediction, simulation of the model are already there more or less. Best, Christian
Dear all: Does anyone know whether the multiplicative error mode (MEM) is implemented in R or other languages? I tried to write the program but got non-converging problems. I checked the paper in : www.core.ucl.ac.be/archives/CORE.ETRICSfiles/2005-06/gallo.pdf But I found that the stuff there seems too complicated for me to handle. Can anyone give a hint here? Thanks for help of any kind. ShyhWeir [[alternative HTML version deleted]]
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