[R] question - STARMA model (Space-Time ARMA)

Roger Bivand Roger.Bivand at nhh.no
Fri Jan 23 16:57:45 CET 2004

On 23 Jan 2004, Peter Dalgaard wrote:

> Wassim Kamoum <kamoun_wassim at yahoo.fr> writes:
> > Hello
> >  
> > I was looking for the source code for the new arima procedure the STARMA model (Space-Time ARMA) 
> >  
> > If somebody have the source code of this model please send me them 
> >  
> > I'm student and in my research for my master I'm appling the STARMA model for modelling the pollutant particules.
> > It's very important 
> > Thank you.
> R is Open Source software. All source code is available. In this
> case the code is part of the R sources which you can get at
> http://cran.r-project.org/src/base/R-1.8.1.tgz
> or if you just need to look at a single file, use the viewcvs feature
> as in
> http://cvs.r-project.org/cgi-bin/viewcvs.cgi/R/src/library/stats/src/starma.c

Although looking at sources is necessary and usually helpful, I think the
"s" here is seasonal not spatial, unfortunately. I'm not aware of any
implementation of the Pfeiffer/Deutsch spatiotemporal ARMA in


Roger Bivand
Econonic Geography Section, Department of Economics, Norwegian School of 
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen, 
Norway, voice: +47-55959355, fax: +47-55959393; Roger.Bivand at nhh.no

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