[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.


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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