Re: [Rd] arima

of R problems with time series ... spread the word: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm . You will also find some fixes there, and you will see that I point out some inconsistencies [e.g., if you use ar(), the term intercept is used differently than in arima()]. Unfortunately, that

Re: [Rd] StructTS

Hey Roy ... it's been awhile. We have an example of structural equation modeling in our text in section 6.5. There's also an example and the R code for the example is here: http://www.stat.pitt.edu/stoffer/tsa2/chap6.htm Scroll down to "Code to do Example 6.10 via BFGS" The

[Rd] header containing (PR#8231) -- replace 8231

ble report. David -- -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- David S. Stoffer Department of Statistics University of Pittsburgh Pittsburgh, PA 15260 phone: [412] 624-8496 fax: [412] 648-8814 email: [EMAIL PROTECTED] web: http://www.stat.pitt.edu/stoffer voice: hey dave _

[Rd] Problems with arima function (PR#8743)

I have written before, but to no avail. I have found two minor problems with fitting time series models with R. The thing is, they may be solved with MINOR adjustments to the code. I have posted these problems with detailed examples here: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm

[Rd] Error in arima reporting (PR#8231)

"intercept" estimate in this example should be 9.8067*(1-.8704). Either change the output to read "mean" instead of "intercept", or report the intercept instead of the mean. Thanks- David -- -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- David S. Stoffer Department of Stati