[R] arima() function - issues

From: Sachin J <sachinj.2006_at_yahoo.com>
Date: Thu 27 Jul 2006 - 05:20:21 EST


Hi,    

  My query is related to ARIMA function in stats package. While looking for the time series literature I found following link which highlights discrepancy in "arima" function while dealing with differenced time series. Is there a substitute function similar to "sarima" mentioned in the following website implemened in R? Any pointers would be of great help.    

  http://lib.stat.cmu.edu/general/stoffer/tsa2/Rissues.htm    

  Thanx in advance.
  Sachin                      


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