arima0() (PR#314)

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Subject: arima0() (PR#314)
hammour@msn.com
Date: Mon 08 Nov 1999 - 02:56:47 EST


Message-Id: <199911071656.RAA19948@pubhealth.ku.dk>

Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (63.23.128.44)

Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received results with no NaNs but
different from those from SPSS specially in MA coefficients. They came out
negative numbers while positive from SPSS.

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