Hello,
I am wondering whether 'R' has a command to produce coefficient
estimates for AR/MA model when variance-covariance matrix is given as an
input.
Thank you very much for your help,
MoonJung
*****************
Moon Jung Cho
Office of Survey Methods Research
U.S. Bureau of Labor Statistics
2 Massachusetts Ave. N.E.
Washington, D.C. 20212
W) 202-691-7384
Fax) 202-691-7426
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