Displaying 1 result from an estimated 1 matches for "tp22724290p23361962".
2009 Mar 26
1
arima, xreg, and the armax model
Hello all,
I''m having fun again with the arima function. This time I read in:
http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
<<It has recently been suggested (by a reliable source) that using xreg in
arima() does NOT fit an ARMAX model [insert slap head icon here]. This will
be investigated as soon as time permits.>>
(by R.H. Shumway & D.S. Stoffer)