search for: sample_070989

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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...