R help - Aug 2004 - Observation error in arima

Hi, 

Does anyone know how to include observation errors in the arima of R.  I read
the manual and tried the example codes, but did not find the solution.  From the
outputs of the components "model", it seems to me that the default
setting of the arima does not include the observational error in the fitting. Am
I right on this one?  Thanks in advance.

Sincerely,

Guiming Wang
Natural Resource Ecology Lab
Colorado State University
Fort Collins, CO 80523
 
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An ARIMA model, by definition, has no observation error.  And the 
definition used is on the help page.

On Tue, 6 Jul 2004, Guiming Wang wrote:
> Does anyone know how to include observation errors in the arima of R.  
> I read the manual and tried the example codes, but did not find the
> solution.  From the outputs of the components "model", it seems
to me
> that the default setting of the arima does not include the observational
> error in the fitting. Am I right on this one?  Thanks in advance.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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