[Rd] arima with multiplicative season

[stephenb]

To: developers working on arima

is there a relatively easy way to achieve true multiplicative seasonal
effect and does multiplicative SMA make sense?

some books refer to the seasonal arima as multiplicative, because of the
multiplicative effect wrt to the ARMA spec:

(1-Bs)(1-aB)y = (1+bB)e

however the seasonal effect itself is still additive as we take the
difference between y(t) and y(t-s). 
I can achieve multiplicative differencing/division by creating a series
y(t)/y(t-s) and then fit regular ARIMA on that. In this case the SAR
coefficient is redundant I think as this simply scales the whole series. but
I am not sure if specifying a model with multiplicative SMA, where the
coefficient is estimated makes sense:

instead of e(t) - b*e(t-s) 

b*e(t)/e(t-s)

please, comment.
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[Rd] dll problem

[stephenb]

I am trying to load a dll compiled with the latest cygwin into R 2.7.0
R version 2.7.0 (2008-04-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

I have:
Sys.getenv("Path")

 
Path
"C:\\Windows\\system32;C:\\Windows;C:\\Windows\\System32\\Wbem;C:\\Program
Files\\MBTrading\\MBT Navigator;C:\\Program
Files\\R\\R-2.7.0\\bin;C:\\cygwin\\bin"

the source is:
!!! f1.f
   SUBROUTINE f1(a)

  INTEGER :: a, i
  a=2

  RETURN

  END SUBROUTINE f1

compiled by

g77 -shared -o f1.dll f1.f

R freezes and I have to kill it with task manager
when I try:
dyn.load("f1.dll")

Please, help.
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