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VARMA in R
creepa1982
·
Dec 13, 2007
·
r-help
Hi all, does anyone know of a package/function for fitting Vector Autoregressive Moving Average models? I looked through most of the packages available but could only find functions to fit a VAR. Any help would be appreciated! Benjamin -- View...
VARMA in R
creepa1982
·
Dec 15, 2007
·
r-help
Hey Giovanni, thanks a lot for the help. I tried out combining the two functions dlmModARMA and dlmMLE and it works. The only problem I have right now is this. When I pass on the information about the starting parameters...
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