[R] fSeries

[Erin Hodgess]

Hi!

For the person who asked about the armaFit from the fSeries
library, here is an example:

> library(its)
>      x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
+                          quote = "Close")
>  fit <- armaFit(x1 ~ arima(1,1,1))
> fit

Call:
armaFit(formula = x1 ~ arima(1, 1, 1))

Model:
ARIMA(1,1,1) with method: CSS-ML

Coefficient(s):
    ar1      ma1  
-0.2562   0.2779  

> 

Hope this helps!

Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu