[R] Multivariate Time series

Chunlou Yung chunlou at yahoo.com
Thu Apr 3 18:50:07 CEST 2003


Dr. Paul Gilbert's DSE (Dynamic System Estimation) library (which includes
VAR) is available in R package library, CRAN, if that's what you're asking.


> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Erin Hodgess
> Sent: Wednesday, April 02, 2003 03:46 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Multivariate Time series
>
>
> Dear R People:
>
> Is there a library for Multivariate time series, please?
>
> For some reason, I'm thinking that Dr. Paul Gilbert may have one?
>
> R Version 1.6.2 (i've updated!) for Windows
>
> Thanks so much!
>
> Sincerely,
> Erin Hodgess
> University of Houston - Downtown
> mailto: hodgess at uhddx01.dt.uh.edu
>
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