[Rd] Assumption of Gaussian innovations in function stats::arima
peter@ruckde@che| @end|ng |rom web@de
Wed Dec 4 11:30:19 CET 2019
Hi, if I read the help to function stats::arima carefully enough, I have not found any mentioning of the assumption that
the innovations e[t] (notation from the help file) be Gaussian. I think this assumption should be included. In
particular, the returned information on the log likelihood would be wrong otherwise.
Best regards, Peter Ruckdeschel
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