[R] partial autoregression matrix function

Paul Gilbert pgilbert at bank-banque-canada.ca
Mon Jul 4 20:59:08 CEST 2005

Samuel E. Kemp wrote:
> Hi,
> Does anyone know of a function in R that is capable of calculating the 
> partial autoregression matrix function for vector autoregressive moving 
> average (VARMA) models?

> The dse package has functions capable of simulating and estimating 
> VARMA models, but I did not notice a function for model identification.

In dse you might also look at

Paul Gilbert
> Any help would be greatly appreciated.
> Kind regards,
> Sam.
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