[Rd] Possible bug in stats::arima (arima.c)

[Janko Thyson]

Dear list,

 

We think we found a bug in the “arima.c” file of the stats package with
respect to the estimation of SARIMA model coefficients (wrong sign). Please
see the attached PDF file for more details.

 

It’d be great if someone could verify if this is a bug or not.

 

Regards,

Ulrich Küsters and Janko Thyson

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