[R] ARIMA fitting

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Aug 9 15:23:42 CEST 2007


On Tue, 7 Aug 2007, laura at ik.ku.lt wrote:

> Hello,
> I‘m trying to fit an ARIMA process, using STATS package, arima function.
> Can I expect, that fitted model with any parameters is stationary, causal
> and invertible?

Please read ?arima: it answers all your questions, and points out that the 
answer depends on the arguments passed to arima().

The posting guide did ask you to do this *before* posting: please study it 
more carefully.

-- 
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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