[R] information on maximum likelihood

From: Ryan Glover <2ryang_at_rogers.com>
Date: Mon 07 Mar 2005 - 20:54:09 EST


I have a time series that contains 40 years of daily average temperature. I am attempting to create a time series model for the temperature based on a number of papers that do the same. I have an expression that describes the temperature behavior over time but it contains 7 unknown parameters. The authors of the aforementioned papers state that they calculate the parameters using MLE but they do not discuss the topic further. A few days ago I was unaware of what MLE was. Now I know what it is, as well as someone can know in 72 hours, but I do not know how to perform the work to determine my own parameter values. I have read a number of help pages for R that relate to MLE but I admit to still being in the dark. Many examples discuss Poisson distributions and normal distributions but I don't think these apply to me since I already have my own expression for the time series data. Could someone please instruct me how to process my data set and my function in R with MLE so that it outputs values for my unknown parameters?

Many thanks,

Ryan Glover

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