Greetings, Are there R packages that perform time-series analyses - particularly estimation of ARIMA models along with unit-root tests? I know that FinMetrics in the S-Plus program will do it, but I'm looking for R packages, as well any reference material for estimating time-series' models in R. Thanks in advance, David -- =======================================================================David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room 1061 1025 W. Johnson Street Madison, WI 53706 email: dkaplan at education.wisc.edu Web: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm Phone: 608-262-0836 Fax: 608-262-0843
On 28 September 2006 at 22:00, David Kaplan wrote:
| Greetings,
|
| Are there R packages that perform time-series analyses - particularly
| estimation of ARIMA models along with unit-root tests? I know that
| FinMetrics in the S-Plus program will do it, but I'm looking for R
| packages, as well any reference material for estimating time-series'
| models in R.
You could start here for an overview:
http://cran.us.r-project.org/src/contrib/Views/Econometrics.html
and there is some overlap regarding time series with this one:
http://cran.us.r-project.org/src/contrib/Views/Finance.html
Hth, Dirk
--
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