[R] weighted ARIMA

From: yannig goude <yanniggoude_at_yahoo.fr>
Date: Mon, 4 Feb 2008 15:55:42 +0100 (CET)


Hello,    

  the lm function allows us to define some weights for the least square optimisation. I'm looking for the same type of possibility but for ARIMA model. Actually, I think it is not possible with the ARIMA function. Does anyone know something about that?    

  Best regards,
  Yannig.            


        [[alternative HTML version deleted]]



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 04 Feb 2008 - 14:57:24 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Mon 04 Feb 2008 - 15:30:10 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive