[Rd] using svd in regression with arima

From: Hodgess, Erin <HodgessE_at_uhd.edu>
Date: Tue, 06 Jul 2010 14:24:17 -0500


Dear R Developers:

Why is it that the singular value decomposition is used when running regression with arima, please? I've been looking for a reference for that but have come up empty so far.

Thank you for any help.

Sincerely,
Erin

Erin M. Hodgess, PhD
Associate Professor
Department of Computer and Mathematical Sciences University of Houston - Downtown
mailto: hodgesse_at_uhd.edu

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