Maxim Podberezovikov
2010-Jun-22 10:37 UTC
[R] How to generate an autoregressive distributed lag model?
Dear All, I have a short question. Is there any readily available function that could generate either an ARMAX model or, more generally, an AutoRegressive Distributed Lag model? I am looking for a function that is similar to armaSim() function in fArma package. Thank you. MP
Possibly Parallel Threads
- regressor & autoregressive error?
- How to account for autoregressive terms?
- semiparametric fractional autoregressive model
- Functions for autoregressive Regressionmodels (Mix between times series and Regression Models) ?
- Conditional Autoregressive Value at Risk (CAViaR)