[R] Fast ARMA

[Andrew Robinson]

Greetings R-friends,

I'm looking for some code to fit an ARMA, up to (3,3), preferably with ML.
I'm doing a simulation experiment, so I need to fit it to the order of
millions of times. I'm using Professor Ripley's arima() command right now,
but I hope to find soemthing faster in c. Does anyone know of any
inexpensive c library that performs this?

Andrew

Andrew Robinson			     Ph: 208 885 7115
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