R help - Jul 2004 - Econometrics Packages On R

Hello,

I have just started using R, maybe more like learning it. I am 
interested in using it for Time Series Analysis and I wanted to know if 
anyone was familiar with packages other than TS that might be appropriate.

Allan

There are several.  From "www.r-project.org" -> search -> R site
search -> "econometrics", I got 181 hits;  for "econometrics
package", I
got 91 hits.  May of those may not interest you.  However, I would think 
that enough might be of interest that it might be worth skimming at 
least the first 30 if you haven't already.  I just found packages 
"spdep" for "Spatial simultaneous autoregressive error model 
estimation", "sna" for "social network analysis", and
"tseries" with a
"garch" function.  There are more, and not all that you find will be 
currently available from CRAN:  Some would not run automatically under 
all platforms and so have been removed. 

      However, I have "dse1" and "dse2" running on my
machine for
"dynamic systems estimation", and I believe a search for
"irregular time
series" should produce many references to tools that are currently 
available.  (Even tools not currently dowloadable from CRAN may still be 
available from the contributors, and may work on your machine.  
Moreover, the parts that don't work may not interest you, and if they 
do, you might easily be able to fix them.) 

      hope this helps. 
p.s. PLEASE do read the posting guide! 
"http://www.R-project.org/posting-guide.html".  It can help you answer
many questions for yourself.  Moreover, when you do submit a question, 
following these steps can increase the expected information content of 
replies. 

Allan W. Bart, Jr. wrote:
> Hello,
>
> I have just started using R, maybe more like learning it. I am 
> interested in using it for Time Series Analysis and I wanted to know 
> if anyone was familiar with packages other than TS that might be 
> appropriate.
>
> Allan
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html

On Sun, Jul 25, 2004 at 06:36:48AM -0700, Allan W. Bart, Jr.
wrote:
> I have just started using R, maybe more like learning it. I am 
> interested in using it for Time Series Analysis and I wanted to know if 
> anyone was familiar with packages other than TS that might be appropriate.
Ajay Shah has a helpful pages 'R for Economists' that maps R packages to
the usage terms employed by Economists / Econometricians:

http://www.mayin.org/ajayshah/KB/R/R_for_economists.html

As that currently times out, here is the Google cache as well

http://64.233.161.104/search?q=cache:qfwQtC9FqGMJ:www.mayin.org/ajayshah/KB/R/R_for_economists.html+ajay+shah+econometrics+R&hl=en

Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx

Dear Allan,
I still use R principally in ts analysis. Tha main
packages I employ are: ts, tseries, ast (it supplies
some helpfull functions and can be downloaded from
CRAN) and lmtest. Just in this period I preparing a
summary of functions involved in ts analysis grouped
by  goal. I would send this short document to CRAN in
next weeks when I end it. If you wish I'll send you a
copy.

Other functions can be found in:

Rmetrics which is a collection of functions which may
be useful for teaching "Financial Engineering" and
"Computational Finance".

See:

http://www.itp.phys.ethz.ch/econophysics/R/

Cordially

Vito


Hello,

I have just started using R, maybe more like learning
it. I am 
interested in using it for Time Series Analysis and I
wanted to know if 
anyone was familiar with packages other than TS that
might be appropriate.

Allan

====Diventare costruttori di soluzioni

Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese
http://www.modugno.it/archivio/cat_palese.shtml

Hello Allan,

In addition to the suggestion of Spencer Graves, you could explore the BACC
package (http://www2.cirano.qc.ca/~bacc/) which implements Bayesian analysis for
some econometric models. There exist a version to run in R.

Best regards,
 
Juan Carlos 
 

-----Mensaje original-----
De: Allan W. Bart, Jr. [mailto:allanba at verizon.net] 
Enviado el: Domingo, 25 de Julio de 2004 08:37 AM
Para: r-help at stat.math.ethz.ch
Asunto: [R] Econometrics Packages On R

Hello,

I have just started using R, maybe more like learning it. I am 
interested in using it for Time Series Analysis and I wanted to know if 
anyone was familiar with packages other than TS that might be appropriate.

Allan

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