Luis Felipe Parra wrote:
>
>
> and as you can see in the results some coefficients (for example ar2 and
> ar8) are different in the different R versions. does anybody know what
> might
> be going on. Was there any change in the arima function between the two
> versions?
>
You asked the sam
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar
2 matches
Mail list logo
