[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,
> Im 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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