[R] Observation error in arima
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Aug 11 08:42:50 CEST 2004
An ARIMA model, by definition, has no observation error. And the
definition used is on the help page.
On Tue, 6 Jul 2004, Guiming Wang wrote:
> Does anyone know how to include observation errors in the arima of R.
> I read the manual and tried the example codes, but did not find the
> solution. From the outputs of the components "model", it seems to me
> that the default setting of the arima does not include the observational
> error in the fitting. Am I right on this one? Thanks in advance.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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