Can someone guide me on how to obtain maximum likelihood estimates (mle) of parameters of vector autoregressive model in R?

Rafiu Olayinka Akano @Rafiu_Akano

07 July 2013 1 3K Report

Ml estimation is one of the methods for estimating autoregressive parameter in univariate and multivariate time series.

Qingfeng Liu

http://www.jstatsoft.org/v27/i04/paper

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