[R] help about Hannan-Rissanen model selection

Uwe Ligges ligges at statistik.tu-dortmund.de
Thu Dec 8 16:10:14 CET 2011

Never ever cross post!!!

On 08.12.2011 14:51, MATEMATIK ISTATISTIK wrote:
> Dear all,
> I am sorry , I have not enough English or I am fool to understand the
> helping system
> 1- if someone has written the code for Hannan-Rissanen model selection in
> ARMA models,
> how can I find this R module or the code ?

I just Googled for "Hannan-Rissanen R" and got several hits.

> 2- I wrote the algorithm and the code for the Levy driven CARMA and COGARCH
> models,
> could anybody check or verify that I have done?

Given there is someone on the list who would be interested in reviewing 
it: you forgot to post it!

> Best regards
> yours sincerely
> R-help at r-project.org,R-help-request at r-project.org,bioc-devel at r-project.org

Interesting name you have....

MATEMATIK ISTATISTIK <matematik.istatistik at gmail.com>

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