Displaying 1 result from an estimated 1 matches for "arma_unconstcoef".
2005 Dec 09
1
R-help: gls with correlation=corARMA
...must be less than 1 in absolute value". None
of the parameters (individually) are greater than or equal to 1.
Please copy the code below into R to reproduce the error. Thanks.
Is my logic incorrect? In the corARMA function, there's a call to
pre-compiled C code with the name "ARMA_unconstCoef". Is the source
code for such compiled code freely available for download?
Thanks for your suggestions.
Sincerely
Steve Gaffigan
data=read.table("http://ak.aoos.org/data/sample_070989.dat",header=T)
attach(data)
mod.ols=lm(obs~model)
mod.sma=arima(residuals(mod.ols),order=c(0,0...