[R] How to fit ARMA model

UnitRoot akhussanov at gmail.com
Fri Jul 1 09:01:53 CEST 2011

I am having some problems with fitting an ARMA model to my time series data
(randomly generated numbers). The thing is I have tried many packages
[tseries, fseries, FitARMA etc.] and all of them giving very different
results. I would appreciate if someone could post here what the best package
is for my purpose. 
Also, after having done the fitting, I would like to check for the model's
adequacy. How can I do this?

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