[R] STARMA models
kamarian at ics.forth.gr
Thu Mar 21 17:01:14 CET 2002
Hi to all of you
I 'd like to implement a space-time model as it is formulated at
Technometrics Vol 22 1980,
"A three - stage iterative procedure for space-time modeling"
P.E. Pfeifer and S.J. Deutsch
For model identification the sample space time autocorellation and partial
autocorrelation functions are needed (analogously to univariate time
I wonder if somebody has written these functions in R code.
I'd appreciate any help
Institute of Applied & Computational Mathematics
Foundation for Research and Technology
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