Re: [R] optim() and ARIMA

2009-01-27 Thread Ravi Varadhan
o:r-help-boun...@r-project.org] On Behalf Of Gerard M. Keogh Sent: Tuesday, January 27, 2009 11:17 AM To: nas...@uottawa.ca Cc: r-help@r-project.org Subject: Re: [R] optim() and ARIMA Surely, this sounds like a bug in the optim function. The rule of thumb with ts data is to scale so that data hav

Re: [R] optim() and ARIMA

2009-01-27 Thread nashjc
nt by: > r-help-boun...@r- To > project.org r-help@r-project.org > cc > > 27/01/2009 15:45 Subject >

Re: [R] optim() and ARIMA

2009-01-27 Thread Gerard M. Keogh
bject Re: [R] optim() and

Re: [R] optim() and ARIMA

2009-01-27 Thread nashjc
dhabby wrote: Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the defaul