[R] weighted ARIMA

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


  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,

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