Displaying 1 result from an estimated 1 matches for "tp3807782p3808170".
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811