Re: [R] Factored ARMA models

2013-09-20 Thread Indrajit Sengupta
Can you point to any function in specific? On Fri, Sep 20, 2013 at 12:10 PM, Pascal Oettli wrote: > Hello, > > Please have a look at: > http://cran.r-project.org/web/views/TimeSeries.html > > Regards, > Pascal > > > > 2013/9/20 Indrajit Sengupta > >> I am trying to replicate ARIMA models in R

Re: [R] Factored ARMA models

2013-09-19 Thread Pascal Oettli
Hello, Please have a look at: http://cran.r-project.org/web/views/TimeSeries.html Regards, Pascal 2013/9/20 Indrajit Sengupta > I am trying to replicate ARIMA models in R from SAS. Specifically - > Factored ARMA models, which I can do very easily in SAS ( > http://v8doc.sas.com/sashtml/ets/c

[R] Factored ARMA models

2013-09-19 Thread Indrajit Sengupta
I am trying to replicate ARIMA models in R from SAS. Specifically - Factored ARMA models, which I can do very easily in SAS ( http://v8doc.sas.com/sashtml/ets/chap7/sect11.htm). I would like to know if there is a way to do this in any of the R packages. Thanks in advance, Indrajit [[alt