On Tue, 6 Jul 2010, Hodgess, Erin wrote:
Dear R Developers:
Why is it that the singular value decomposition is used when running
regression with arima, please? I've been looking for a reference
for that but have come up empty so far.
Do you mean this:
if (!orig.xreg) {
Dear R Developers:
Why is it that the singular value decomposition is used when running regression
with arima, please? I've been looking for a reference for that but have come
up empty so far.
Thank you for any help.
Sincerely,
Erin
Erin M. Hodgess, PhD
Associate Professor
Department of Com