Displaying 1 result from an estimated 1 matches for "arma_scan".
2002 May 05
0
Announce: My arma_scan.R for ARIMA
Hellow all R fans,
I wrote a R program for
SCAN: Smallest CANonical Correlation Method for
ARIMA(p,d,q) identification. (by Tsay and Tiao (1985))
I don't know if there is already one for this,
but since I was unable to find one, so I did it.
It's ready to download at the following page
http://netstat.stat.tku.edu.tw/download.php
I've tested the program and comared the results