Hi,

I want to optimize the root mean square error objective function using the 
optim function. Thus the function will look like sqrt(sum((yi - f(xi))^2)/n). 
Now the f(xi) is the Arima function.  I am not clear how do I get the f(xi) 
because the call to arima function in C gives the value of the arima function 
which takes in the entire vector x, or do I restrict the value of x  to the 
arima function in C. That is for getting he f(x1) value give only x1 as the 
input to arima, for getting f(x2) give only x1 and x2 as input to arima 
function in C.

Any help on this will be highly appreciated.

Regards
Amit


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