Re: [R] hyper-parameters

Hi: I'm not at all familiar with the r-inla package so I can't help you there. But any arima model can be re-cast into its state space equivalent form. ( I think Jeremy Penzer wrote a paper for showing how this is done in general ) So, one way would be to convert the arima (1,0,1) model for exampl

[R] hyper-parameters

I'm searching a method to estimate the hyper-parameters in arima models. I'm reading about r-inla package, but in the examples section only talk about the AR part of the arima, but i need help about the MA part too. I'm beginner in Bayesian methods, I'm reading the documentation about dlm package