[R] Autoregressive Distributed Lag Models

[Gabor Grothendieck]

Check out:

?arima

Also:

http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf
http://cran.r-project.org/src/contrib/Views/

Depending on what you need the dyn package, not mentioned in
the above, may also be useful.

On 7/25/05, Paolo Bulla <paolo.bulla at unibocconi.it> wrote:
> 
> Hallo to everyone,
> 
> is there anyone that could kindly indicate me a package or a function to deal
> with Autoregressive Distributed Lag Models, e.g.
> 
> y_t = a + b_0 * x_t + ... + b_k * x_(t-k) + c_1 * y_(t-1) + ... + c_h * y_(t-h)
> + e_t
> 
> Thank you,
>  Paolo
> 
> --
> Paolo Bulla
> 
> Istituto di Metodi Quantitativi
> Università "L. Bocconi"
> Tel. +39 02.5836.5651
> viale Isonzo 25
> 20136 Milano
> paolo.bulla at unibocconi.it
> 
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