[R] Multivariate time-series

Leeds, Mark (IED) Mark.Leeds at morganstanley.com
Mon Nov 13 22:55:01 CET 2006


I think I remember seeing something called sem ? It's listed as on the
packages on
www.r-project.org and the explanation is what you want. I just can't be
sure of the name.
There are probably more than just sem.

  

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of David Kaplan
Sent: Monday, November 13, 2006 4:42 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Multivariate time-series

Hi all,

I'm looking for R packages that estimate multivariate time-series models
or vector-autoregression (VAR) time-series models.

Thanks

David


--
========================================================================
===
David Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room, 1061
1025 W. Johnson Street
Madison, WI 53706

email: dkaplan at education.wisc.edu
homepage:
http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
Phone: 608-262-0836

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