Re: [R] Different results with arima in R 2.12.2 and R 2.11.1

2011-09-10 Thread Uwe Ligges
On 10.09.2011 01:54, Stephen Sefick wrote: Those are not "very" different. I would suspect they are within computer rounding error. Only numbers of log2 can be represented exactly, could that be it? Did you compiled the two versions differently, or could something have changed between 2.11.1

Re: [R] Different results with arima in R 2.12.2 and R 2.11.1

2011-09-09 Thread Stephen Sefick
Those are not "very" different. I would suspect they are within computer rounding error. Only numbers of log2 can be represented exactly, could that be it? Did you compiled the two versions differently, or could something have changed between 2.11.1 to 2.12.2 - both of which are old versions

[R] Different results with arima in R 2.12.2 and R 2.11.1

2011-09-09 Thread Luis Felipe Parra
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