R help - Apr 2010 - Time Series question

Hello,

 

I am wondering whether 'R' has a command to produce coefficient
estimates for AR/MA model when variance-covariance matrix is given as an
input.

 

Thank you very much for your help,

MoonJung 

 

*****************

Moon Jung Cho

Office of Survey Methods Research

U.S. Bureau of Labor Statistics

2 Massachusetts Ave. N.E.

Washington, D.C. 20212

W)       202-691-7384

Fax)     202-691-7426

 


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