R help - Jul 2005 - Autoregressive Distributed Lag Models

Hallo to everyone,

is there anyone that could kindly indicate me a package or a function to deal 
with Autoregressive Distributed Lag Models, e.g.

y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h * y_(t-h) 
+ e_t

Thank you,
 Paolo

-- 
Paolo Bulla

Istituto di Metodi Quantitativi
Universit?? "L. Bocconi"
Tel. +39 02.5836.5651
viale Isonzo 25
20136 Milano
paolo.bulla at unibocconi.it

Check out:

?arima

Also:

http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf
http://cran.r-project.org/src/contrib/Views/

Depending on what you need the dyn package, not mentioned in
the above, may also be useful.

On 7/25/05, Paolo Bulla <paolo.bulla at unibocconi.it>
wrote:
> 
> Hallo to everyone,
> 
> is there anyone that could kindly indicate me a package or a function to
deal
> with Autoregressive Distributed Lag Models, e.g.
> 
> y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h *
y_(t-h)
> + e_t
> 
> Thank you,
>  Paolo
> 
> --
> Paolo Bulla
> 
> Istituto di Metodi Quantitativi
> Universit?? "L. Bocconi"
> Tel. +39 02.5836.5651
> viale Isonzo 25
> 20136 Milano
> paolo.bulla at unibocconi.it
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>