[Rd] arima (PR#7092)

From: <stoffer_at_pitt.edu>
Date: Thu 15 Jul 2004 - 10:13:05 EST


Full_Name: david stoffer
Version: 1.9.0
OS: win xp pro
Submission from: (NULL) (67.165.78.88)

arima() doesn't fit the model correctly if there is differencing and a constant is still needed. also, the description saying that it's not necessary to ever fit a constant is incorrect.

if you fit a pure AR using arima(), it tells you it's giving you the intercept term, but it's actually reporting the estimate of the mean.



R-devel@stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-devel Received on Thu Jul 15 10:17:39 2004

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