[Rd] Possible bug in stats::arima (arima.c)
janko.thyson at ku-eichstaett.de
Wed Jan 19 11:45:49 CET 2011
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.
Itd be great if someone could verify if this is a bug or not.
Ulrich Küsters and Janko Thyson
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