Dear list, We think we found a bug in the ?arima.c? file of the stats package with respect to the estimation of SARIMA model coefficients (wrong sign). Please see the attached PDF file for more details. It?d be great if someone could verify if this is a bug or not. Regards, Ulrich K?sters and Janko Thyson -------------- next part -------------- A non-text attachment was scrubbed... Name: arima_bug.pdf Type: application/pdf Size: 146406 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20110119/94727d7e/attachment.pdf>