Re: [S] Time series

Paul Gilbert (pgilbert@bank-banque-canada.ca)
Mon, 26 Oct 1998 10:40:09 -0500


>Does anyone know whether SPLUS can fit multivariate time series regression
>models with ARMA errors?

I have a library of routines for handling multivariate time series available at

<http://www.bank-banque-canada.ca/pgilbert>. There is also documentation
available at the web site, so you can get some idea if the library does what you
want before you go to the trouble of loading it. I haven't done anything with
time series for counts, but the structure of the library is intended to help
implement new time series methods, so you may find it is useful.

Paul Gilbert
pgilbert@bank-banque-canada.ca

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