search for: arimass

...y an > overlooked detail. Could someone please clarify if the current logic is > correct? > In the R-devel source I see mod being used in the next statement: mod <- makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa, SSinit) val <- if(ncxreg > 0L) arimaSS(x - xreg %*% coef[narma + (1L:ncxreg)], mod) else arimaSS(x, mod) It appears in both alternatives of the if statement. This one is strange though: the code in the github mirror (https://github.com/wch/r-source/blob/4a1ed749271c52e60a85e794e6f34b0831efb1ae/src/library/stats/R/arima.R#L2...

...ne please clarify if the current logic is >> correct? >> > > In the R-devel source I see mod being used in the next statement: > > mod <- makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa, SSinit) > val <- if(ncxreg > 0L) > arimaSS(x - xreg %*% coef[narma + (1L:ncxreg)], mod) > else arimaSS(x, mod) > > It appears in both alternatives of the if statement. > > This one is strange though: the code in the github mirror > (https://github.com/wch/r-source/blob/4a1ed749271c52e60a85e794e6f34b0831efb1ae/...

Hello all, I am running R version 4.4.2 (2024-10-31 ucrt) on Windows 10 x64, and noticed something that might be a minor bug (or at least inconsistent code) in the stats/arima.R package. I have found: 1. A missing stop() call at line 69: if (length(order) == 3) seasonal <- list(order = seasonal) else ("\'seasonal\' is of the wrong length") it should be rather: if

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

...t logic is >>> correct? >>> >> >> In the R-devel source I see mod being used in the next statement: >> >> mod <- makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa, SSinit) >> val <- if(ncxreg > 0L) >> arimaSS(x - xreg %*% coef[narma + (1L:ncxreg)], mod) >> else arimaSS(x, mod) >> >> It appears in both alternatives of the if statement. >> >> This one is strange though: the code in the github mirror >> (https://github.com/wch/r-source/blob/4a1...

...+ 1) if (p > 0) mod$T[1:p, 1] <- phi if (r > 1) mod$Pn[1:r, 1:r] <- .Call(R_getQ0, phi, theta) else if (p > 0) mod$Pn[1, 1] <- 1/(1 - phi^2) else mod$Pn[1, 1] <- 1 mod$a[] <- 0 mod } arimaSS <- function(y, mod) { .Call(R_ARIMA_Like, y, mod$phi, mod$theta, mod$Delta, mod$a, mod$P, mod$Pn, as.integer(0), TRUE) } armafn <- function(p, trans) { par <- coef par[mask] <- p trarma <- .Call(R_ARIMA_transPars, par, arma, trans)...