arima is one of the largest R functions and not an easy one to
explain, but you can see its source simply by typing arima with no
parentheses at the prompt. To get the C functions that are called,
look here: https://svn.r-project.org/R/trunk/src/library/stats/src/
You might also check the references given in ?arima.
Hope this gets you started,
Michael
On Tue, Jan 31, 2012 at 2:25 AM, Li Liu <sjtuli...@gmail.com> wrote:
> Dear Professor:
>
> I am a learner on R.
>
> I met a problem when I use the function arima in R.
>
> I wish you could give me a hand.
>
> The following is the code I wrote.
>
>> set.seed(1)
>
>> b <- c(0.8)
>
>> x <- w <- rnorm(1000)
>
>> for (t in 2:1000) {
>
> x[t] <- x[t] + b * w[t - 1]
>
> }
>
>> x.ma <- arima(x, order = c(0, 0, 1))
>
>> x.ma$res
>
>
> Could you please tell me how x.ma$res is calculated in R?
>
>
> The results in R is a little different from the ones I calculated by hand.
>
>
> Is there any where I could see the relavent code?
>
>
> Thank you!
>
>
> Best Regards!
>
>
> Li Liu
>
> [[alternative HTML version deleted]]
>
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and provide commented, minimal, self-contained, reproducible code.
