Fredrik Glockner writes:
> Has anybody ported the `arima'-package to R? I'm specially
interested
> in the `arima.mle'-thingy.
There is a very big state-space package which Paul Gilbert has done.
I have made a start on converting some of the Applied Statistics code,
but it is only in a partially complete state. I'm not teaching time
series this year so I'm unlikely to make much progress.
On the S front ... Has anyone else had problems with arima.mle.
I tried it on standard examples from Box and Jenkins last year and got
very different results from what B&J and SAS ETS give. I'm pretty
suspicious about it.
Ross
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