Hi all, I'm looking for R packages that estimate multivariate time-series models or vector-autoregression (VAR) time-series models. Thanks 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 homepage: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm Phone: 608-262-0836
I think I remember seeing something called sem ? It's listed as on the
packages on
www.r-project.org and the explanation is what you want. I just can't be
sure of the name.
There are probably more than just sem.
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of David Kaplan
Sent: Monday, November 13, 2006 4:42 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Multivariate time-series
Hi all,
I'm looking for R packages that estimate multivariate time-series models
or vector-autoregression (VAR) time-series models.
Thanks
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
homepage:
http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
Phone: 608-262-0836
______________________________________________
R-help at stat.math.ethz.ch mailing list
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--------------------------------------------------------
This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}
On Mon, 13 Nov 2006 15:42:06 -0600 David Kaplan wrote:> Hi all, > > I'm looking for R packages that estimate multivariate time-series > models or vector-autoregression (VAR) time-series models.The Econometrics task view at http://CRAN.R-project.org/src/contrib/Views/Econometrics.html has in the "Time-series modelling" section: For estimating VAR models, several methods are available: simple models can be fitted by ar() in stats, more elaborate models are provided package vars, estVARXls() in dse and a Bayesian approach is available in MSBVAR. hth, Z> Thanks > > 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 > homepage: > http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm > Phone: 608-262-0836 > > ______________________________________________ > 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 and provide commented, > minimal, self-contained, reproducible code. >