R help - Aug 2001 - ARIMAX

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


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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

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