| To: | S-Plus list <s-news@lists.biostat.wustl.edu> |
|---|---|
| Subject: | asymptotic standard errors |
| From: | James Dartnall <james.dartnall@gmail.com> |
| Date: | Tue, 20 Sep 2005 15:16:17 +0100 |
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| Reply-to: | james.dartnall@gmail.com |
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Dear all,
Does anyone know of a function in S-Plus or S+Finmetrics which calculates asymptotic standard errors on parameters in ARIMA models or hyperparameters in state space models? I am using S-Plus 6.1 and S+Finmetrics for windows.
James Dartnall
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