Displaying 1 result from an estimated 1 matches for "sample_070989".
2005 Dec 09
1
R-help: gls with correlation=corARMA
...orrect? 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(0,0,1),seasonal=list(order=c(0,0,2),period=12))
theta.1=mod.sma$coef[1]
THETA.1=mod.sma$coef[2]
THETA.2=mod.sma$coef[3]
ma.coefs=c(-theta.1,double(10),-THETA.1,theta.1*THETA.1,double(10),-THETA.2,theta.1...