[R] Beveridge-Nelson decomposition

Ben Bolker bolker at ufl.edu
Sat Oct 17 05:02:11 CEST 2009




sdlywjl666 wrote:
> 
> Dear all,
>     Is there some function in R to carry out Beveridge-Nelson
> decomposition?
> Is there some function in R to carry out seasonal adjustments of time
> series?
> Is there some function in R to carry out x11 or x12 seasonal adjustments ?
> 
> 

RSiteSearch("Beveridge")
RSiteSearch("x12")
RSiteSeach("{Seasonal adjustment}")

also helpful:

install.packages("sos")
library(sos)
findFn(x12)

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