Displaying 2 results from an estimated 2 matches for "capco".
Did you mean:
capcom
2008 Sep 10
0
FW: RE: arima and xreg
...ivalent state space form and
then you could estimate it that way using dse, dlm etc but that's as far
as i'll go there because the univariate conversion case is complicated
enough and i've never considered the multivariate case. good luck.
On Wed, Sep 10, 2008 at 10:36 AM, Jose Capco wrote:
> Dear R-help-archive..
>
> I am trying to figure out how to make arima prediction when I have a
> process involving multivariate time series input, and one output time
> series (output is to be predicted) .. (thus strictly speaking its an
> ARMAX process). I know that th...
2008 Sep 10
2
arima and xreg
Dear R-help-archive..
I am trying to figure out how to make arima prediction when I have a
process involving multivariate time series input, and one output time
series (output is to be predicted) .. (thus strictly speaking its an
ARMAX process). I know that the arima function of R was not designed
to handle multivariate analysis (there is dse but it doesnt handle
arma multivariate analysis, only