Hi, if I read the help to function stats::arima carefully enough, I have not found any mentioning of the assumption that the innovations e[t] (notation from the help file) be Gaussian. I think this assumption should be included. In particular, the returned information on the log likelihood would be wrong otherwise.
Best regards, Peter Ruckdeschel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
