Displaying 1 result from an estimated 1 matches for "grigoletto".
1999 Nov 14
1
bug in arma.sim (PR#322)
...hanged
x <- filter(x, ma, sides=1)
to
x <- filter(x, c(1,ma), sides=1)
Also, I wonder whether it would be more appropriate to write
rnorm(n+100, 0, sigma)
instead of
rnorm(n+100, 0, sigma^2)
since rnorm requires the standard deviation rather than the variance.
Best regards,
Matteo Grigoletto
mgri@hal.stat.unipd.it
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