Google "levionson-Durbin in R
The first reference is the levinson function in the signal package.
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Faheem
> Jan via R-help
> Sent: 04 September 2019 11:29
> To: R-help Mailing List
> Subject: [R] Durbin- Levinson algorithm
>
> ==============> EXTERNAL EMAIL
> ==============>
> hi, i have a problem that how i could use Durbin- levinson algorithm for
> prediction in case of multiple time series? how i could do this in R...
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
>
>
> =========================================================>
===================================> WARNING - EXTERNAL: This email
originated from outside of LGC. Do not click
> any links or open any attachments
> unless you trust the sender and know that the content is safe
> =========================================================>
===================================
*******************************************************************
This email and any attachments are confidential. Any use...{{dropped:8}}