| To: | s-plus user list <s-news@lists.biostat.wustl.edu> |
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| Subject: | AR for short, unequally spaced TS |
| From: | Xao Ping <xao_ping@yahoo.com> |
| Date: | Fri, 24 Jun 2005 10:40:07 -0700 (PDT) |
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Many thanks to Spenser Graves, Eric Zivot and Zhu Wang for help regarding my request
"AR for short, unequally spaced TS"
Kalman filtering seems to be the only reasonable approach in my case. Zhu Wang provided me with the link to his R-package CAR which handles this situation by fitting the continuous approximation and dealing with missing data through the use of Kalman filter.
Thanks again
Xao Ping
R&R Pharmakinetics
Taiwan
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