Re: [Rd] using svd in regression with arima

2010-07-06 Thread Prof Brian Ripley
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) {

[Rd] using svd in regression with arima

2010-07-06 Thread Hodgess, Erin
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