Those are not "very" different. I would suspect they are within computer rounding error. Only numbers of log2 can be represented exactly, could that be it? Did you compiled the two versions differently, or could something have changed between 2.11.1 to 2.12.2 - both of which are old versions of R? If you provide a reproducible example I will gladly run it to compare your results with 2.13.1. Maybe somebody else will have a more helpful response. FWIW,
Stephen Sefick On 09/09/2011 04:43 PM, Luis Felipe Parra wrote: > Hello , I have estimated the following model, a sarima: > > p=9 > d=1 > q=2 > P=0 > D=1 > Q=1 > S=12 > > > In R 2.12.2 > Call: > arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), > period = S), > optim.control = list(reltol = tol)) > > Coefficients: > ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 > ar9 > 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811 > 0.0646 > s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.1220 0.1120 0.0908 > 0.0865 > ma1 ma2 sma1 > -0.0221 -0.9779 -0.7635 > s.e. 0.0539 0.0534 0.0834 > > sigma^2 estimated as 1.965e+17: log likelihood = -3316.07, aic = 6658.13 > > > and in In R 2.11.1 > Call: > arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), > period = S), > optim.control = list(reltol = tol)) > > Coefficients: > ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 > ar9 > 0.3152 0.8761 -0.4413 0.0153 0.1500 0.000 -0.0413 -0.1810 > 0.0646 > s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.122 0.1120 0.0908 > 0.0865 > ma1 ma2 sma1 > -0.0221 -0.9779 -0.7635 > s.e. 0.0539 0.0534 0.0834 > > sigma^2 estimated as 1.965e+17: log likelihood = -3316.07, aic = 6658.13 > > and as you can see in the results some coefficients (for example ar2 and > ar8) are different in the different R versions. does anybody know what might > be going on. Was there any change in the arima function between the two > versions? > > Thank you > > Felipe Parra > > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
